Hammerstein System Identification with Stochastic Approximation
The paper deals with a recursive identification algorithm of the nonlinear characteristic of the Hammerstein system designed for the case when no functional form of the true nonlinearity is a priori known, and only the overall system input-output data are available. The problem is considered in a stochastic environment and the algorithm is based on the idea of stochastic approximation and kernel nonparametric regression function estimation methods. The pointwise convergence in probability of the resulting, online updated, model to the nonlinear characteristic is proved and the asymptotic rate of convergence is established. It is shown that, despite the recursive nature of the identification procedure, typical for offline kernel algorithms, the convergence rate is achieved. The efficiency of the algorithm for a finite number of data is illustrated by means of a computer simulation example, and some practical recommendations concerning calibration of the algorithm are given.
- Hammerstein models for identification of stochastic systems
- Stochastic approximation in nonparametric identification of Hammerstein systems
- Identification of Hammerstein nonlinear stochastic systems
- The Hammerstein-Wiener model for identification of stochastic systems
- Parametric Identification of Hammerstein Systems With Consistency Results Using Stochastic Inputs
- Recursive identification for stochastic Hammerstein systems
- System identification based on Hammerstein model
- Continuous-time Hammerstein system identification
- Continuous-Time Hammerstein System Identification From Sampled Data
- Nonparametric identification of Hammerstein systems
- Outlier robust stochastic approximation algorithm for identification of MIMO Hammerstein models
- Identification of Hammerstein nonlinear stochastic systems
- Hammerstein models for identification of stochastic systems
- An affine projection-based algorithm for identification of nonlinear Hammerstein systems
- System identification application using Hammerstein model
- Recursive identification for stochastic Hammerstein systems
- An adaptive algorithm for recursive identification of Hammerstein systems
- Bounded error identification of Hammerstein systems through sparse polynomial optimization
- scientific article; zbMATH DE number 4062970 (Why is no real title available?)
- Structure and parameter identification for Bayesian Hammerstein system
- Parametric Identification of Hammerstein Systems With Consistency Results Using Stochastic Inputs
- Parameter estimation of Markov‐switching Hammerstein systems using the variational Bayesian approach
- Identification of approximated hammerstein models in a worst-case setting
- A simple scheme for semi-recursive identification of Hammerstein system nonlinearity by Haar wavelets
- System identification based on Hammerstein model
- Convergence of direct recursive algorithm for identification of Preisach hysteresis model with stochastic input
- Semirecursive nonparametric algorithms for Hammerstein systems with stochastic autocorrelated input
- Correlation analysis-based parameter learning of Hammerstein nonlinear systems with output noise
- Hierarchical least squares identification for Hammerstein nonlinear controlled autoregressive systems
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