Non-parametric identification of dynamic non-linear systems by a Hermite Series Approach
The paper deals with nonparametric identification of Hammerstein and Wiener systems in a stochastic environment based on input-output measurement data. The nonlinear static parts are identified via the Hermite series orthogonal expansions while impulse responses of linear dynamic elements are recovered by using the correlation method. It is assumed that the systems are driven by a stationary white noise, in addition Gaussian in the case of a Wiener structure. The pointwise convergence conditions and asymptotic rates of convergence of the identification algorithms in probability and with probability one are given. The performance of the proposed routines for small and moderate amount of data is investigated experimentally by means of simulation examples.
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