Recursive identification of continuous-time Wiener systems

Recursive algorithms to identify both subsystems of a continuous-time Wiener system are presented. The system is driven and disturbed by Gaussian white random signals. The impulse response of the linear dynamic subsystem is recovered with a correlation method. It is shown that the inverse of the non-linear characteristic of the other subsystem is a regression function. Then, to recover the inverse, two estimates are presented. The algorithms converge to the unknown impulse response, and the inverse of the characteristic, respectively. Convergence rates are presented. Moreover, results of simulation examples are given.