Abstract
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 iterarive algorithm are derived. It is shown that the iterarive 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.
| Original language | English |
|---|---|
| Pages (from-to) | 1929-1940 |
| Journal | IEEE Transactions on Automatic Control |
| Volume | 49 |
| Issue number | 11 |
| DOIs | |
| Publication status | Published - Nov 2004 |
| Externally published | Yes |
Research Keywords
- Hammerstein systems
- Nonlinear systems
- Parameter estimation
- System identification
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