Nonlinear system identification by Haar wavelets.

DOI10.1007/978-3-642-29396-2MaRDI QIDQ434279zbMATH OpenOpenAlexFDO

Authors Przemysław Śliwiński

Publication date 10 July 2012

Published in Lecture Notes in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-29396-2

zbMATH Keywords

block-oriented approachcomputational algorithmsHaar waveletsHammerstein systemsnonlinear system identificationnonparametric identification

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Identification in stochastic control theory (93E12)

Review text

The block-oriented approach to system modelling, which takes into account both linear and nonlinear properties, is considered. The Hammerstein system is described by the input-output equation \[ y_k=\sum_{i=0}^\infty \lambda_i m(u_{k-i}) + z_k, \] where \(\{(u_k,y_k),z_k\}\), \(k=1,2,\dots\) are pairs of the system input--output measurements and an additive noise, \(m(u)\) is a cascaded nonlinear block followed by linear dynamics \(\{\lambda_i\}\), \(i=0,1,\dots\). Under assumptions that \(u_k\) is a stationary white noise signal and \(z_k\) is a zero-mean stationary signal the nonlinear block \(m(u)\) may be extracted as nonparametric regression function \[ E(y_k|u_k=u)=\lambda_0 m(u)+ E\{m(u_1)\}\sum_{i=1}^\infty \lambda_i, \] where \(E\) stands for mathematical expectation. In the book, four Haar wavelet identification algorithms are proposed to the system nonlinearity \(m(u)\) identification: quotient orthogonal series algorithm, order statistics algorithm, empirical distribution algorithm and empirical orthogonal series algorithm. Computational properties, such as convergence rates and complexity are given, and a comparative analysis of algorithms is provided.

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(12)

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