Abstract :
In this paper, new noniterative algorithms for the identification of (multivariable) block-oriented nonlinear models consisting of
the interconnection of linear time invariant systems and static nonlinearities are presented. The proposed algorithms are numerically
robust, since they are based only on least squares estimation and singular value decomposition. Two different block-oriented
nonlinear models are considered in this paper, viz., the Hammerstein model, and the Wiener model. For the Hammerstein model,
the proposed algorithm provides consistent estimates even in the presence of colored output noise, under weak assumptions on the
persistency of excitation of the inputs. For the Wiener model, consistency of the estimates can only be guaranteed in the noise free
case. Key in the derivation of the results is the use of basis functions for the representation of the linear and nonlinear parts of the
models. The performance of the proposed identification algorithms is illustrated through simulation examples of two benchmark
problems drawn from the process control literature, viz., a binary distillation column and a pH neutralization process.
Keywords :
Singular value decomposition , Nonlinear identification , Process control , Block-oriented models