Convergence of the iterative Hammerstein system identification algorithm

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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Author(s)

Detail(s)

Original languageEnglish
Pages (from-to)1929-1940
Journal / PublicationIEEE Transactions on Automatic Control
Volume49
Issue number11
Publication statusPublished - Nov 2004
Externally publishedYes

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.

Research Area(s)

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