DocumentCode
813033
Title
Nonlinear identification in the presence of correlated noise using a Hammerstein model
Author
Haist, Neil D. ; Chang, Frank ; Luus, Rein
Author_Institution
University of Toronto, Toronto, Canada
Volume
18
Issue
5
fYear
1973
fDate
10/1/1973 12:00:00 AM
Firstpage
552
Lastpage
555
Abstract
A simple iterative technique for the estimation of parameters in a Hammerstein model is developed for the case when noise in the output data is correlated. Asymptotically unbiased estimates are obtained rapidly by employing a systematic procedure for the determination of a scalar stepping factor at each iteration.
Keywords
Nonlinear systems, stochastic; Parameter estimation; Stochastic systems, nonlinear; Automatic control; Computational modeling; Computer simulation; Control systems; Estimation error; Linear systems; Numerical analysis; Random variables; System identification; White noise;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1973.1100402
Filename
1100402
Link To Document