Convergence of the iterative Hammerstein system identification algorithm

被引:170
作者
Bai, EW [1 ]
Li, D
机构
[1] Univ Iowa, Dept Elect & Comp Engn, Iowa City, IA 52242 USA
[2] Chinese Univ Hong Kong, Dept Syst Engn & Engn Management, Hong Kong, Hong Kong, Peoples R China
基金
美国国家科学基金会;
关键词
Hammerstein systems; nonlinear systems; parameter estimation; system identification;
D O I
10.1109/TAC.2004.837592
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The convergence of the iterative identification algorithm for the Hammerstein system has been an open problem for a long time. In this paper, a detailed study is carried out and various convergence properties of the iterative algorithm are derived. It is shown that the iterative algorithm with normalization is convergent in general. Moreover, it is shown that convergence takes place in one step (two least squares iterations) for finite-impulse response Hammerstein models with i.i.d. inputs.
引用
收藏
页码:1929 / 1940
页数:12
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