Semiparametric identification of Wiener systems using a single harmonic input and retrospective cost optimization

Author

D´Amato, A.M. ; Teixeira, B.O.S. ; Bernstein, D.S.

Author_Institution

Dept. of Aerosp. Eng., Univ. of Michigan, Ann Arbor, MI, USA

fYear

2010

fDate

June 30 2010-July 2 2010

Firstpage

4498

Lastpage

4503

Abstract

We present a two-step method for identifying SISO Wiener systems. First, using a single harmonic input, we estimate a nonparametric model of the static nonlinearity, which is assumed to be only piecewise continuous. Second, using the identified nonparametric map, we use retrospective cost optimization to identify a parametric model of the linear dynamic system. This method is demonstrated on several examples of increasing complexity.

Keywords

discrete time systems; identification; linear systems; optimisation; piecewise constant techniques; stochastic processes; SISO Wiener system; harmonic input; linear dynamic system; nonparametric map; nonparametric model; retrospective cost optimization; semiparametric identification; single input single output system; static nonlinearity; Aerodynamics; Control systems; Cost function; Frequency domain analysis; Frequency estimation; Nonlinear dynamical systems; Optimization methods; Parametric statistics; Phase estimation; System identification;

fLanguage

English

Publisher

ieee

Conference_Titel

American Control Conference (ACC), 2010

Conference_Location

Baltimore, MD

ISSN

0743-1619

Print_ISBN

978-1-4244-7426-4

Type

conf

DOI

10.1109/ACC.2010.5530948

Filename

5530948