Asymptotic properties of least-squares estimates of Hammerstein-Wiener models

DOI10.1080/00207170110091119zbMath1023.93066OpenAlexW2042342157MaRDI QIDQ3151600

Brett Ninness, Dietmar Bauer

Publication date: 16 October 2002

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207170110091119

zbMATH Keywords

identificationconsistencyasymptotic normalityasymptotic covariance matrixeconometricsHammerstein-Wiener model parametersleast squares prediction error estimates

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Identification in stochastic control theory (93E12)

Related Items (5)

Reconfigurable control of Hammerstein systems after actuator failures: stability, tracking, and performance ⋮ Hammerstein-Wiener system estimator initialization ⋮ Finite model order accuracy in Hammerstein model estimation ⋮ Identification of Wiener, Hammerstein, and NARX systems as Markov chains with improved estimates for their nonlinearities ⋮ An interactive maximum likelihood estimation method for multivariable Hammerstein systems

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