Recursive identification for Hammerstein system with ARX subsystem

被引:42
作者
Zhao, Wen-Xiao [1 ]
Chen, Han-Fu
机构
[1] Chinese Acad Sci, AMSS, Inst Syst Sci, Key Lab Syst & Control, Beijing 100080, Peoples R China
[2] Chinese Acad Sci, Grad Sch, Beijing 100049, Peoples R China
关键词
ARX; Hammerstein system; nonparametric nonlinearity; recursive estimate; strong consistency; stochastic approximation;
D O I
10.1109/TAC.2006.886502
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Identification is considered for the Hammerstein system consisting of a static nonlinear block f (.) followed by an ARX subsystem, when the system output is observed with noise. No assumption is made on the structure of f (.). Recursive estimates are given for coefficients of the ARX subsystem and for the value of f(u) at any u. All estimates are proved to converge to the true values with probability one. Numerical examples are provided justifying the theoretical analysis.
引用
收藏
页码:1966 / 1974
页数:9
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