Title :
Recursive Identification for Hammerstein System with ARX Subsystem
Author :
Wen-Xiao Zhao ; Han-Fu Chen
Author_Institution :
Acad. of Math. & Syst. Sci., Chinese Acad. of Sci., Beijing, China
Abstract :
Identification is considered for the Hammerstein system consisting of a static nonlinear block f(·) followed by an ARX subsystem, when the system output is observed with noise. No assumption is made on the structure of f(·). Recursive estimates are given for coefficients of the ARX subsystem and for the value of f(u) at any u. All estimates are convergent to the true values with probability one. Numerical examples are provided justifying the theoretical analysis.
Keywords :
autoregressive processes; control nonlinearities; multivariable control systems; nonlinear control systems; probability; recursive estimation; ARX subsystem; Hammerstein system; nonparametric nonlinearity; probability; recursive estimation; recursive identification; single-input single-output system; static nonlinear block; stochastic approximation; Control systems; IEEE catalog; Linear systems; Mathematics; Nonlinear systems; Random variables; Recursive estimation; Signal processing; Stochastic systems; ARX; Hammerstein system; nonparametric nonlinearity; recursive estimate; stochastic approximation; strong consistency;
Conference_Titel :
Control Conference, 2006. CCC 2006. Chinese
Conference_Location :
Harbin
Print_ISBN :
7-81077-802-1
DOI :
10.1109/CHICC.2006.280615
