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Convergence of the iterative Hammerstein system identification algorithm

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

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 languageEnglish
Pages (from-to)1929-1940
JournalIEEE Transactions on Automatic Control
Volume49
Issue number11
DOIs
Publication statusPublished - Nov 2004
Externally publishedYes

Research Keywords

  • Hammerstein systems
  • Nonlinear systems
  • Parameter estimation
  • System identification

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