Recursive Identification forWiener-Hammerstein Systems with Non-Gaussian Input

摘要：

In this paper an identification method is discussed that deals with the Wiener-Hammerstein systems, in which ARX dynamics, non-invertible general static nonlinear function, and non-Gaussian inputs are admitted. By introducing a suitable instrumental variable a new algorithm is presented to recursively estimate the linear subsystems using stochastic approximation algorithm. Based on the kernel method the nonlinear function is estimated recursively. The proposed estimates are proved to be consistent under mild condition. A simulation example is provided justifying this method.

关键词： Non-Gaussian input Instrumental variable Wiener-Hammerstein systems Recursive estimate

作者: Chen Xi Fang Hai-Tao

作者单位: Key laboratory of systems and control, Academy of Mathematics and Systems Science,Chinese Academy of Key laboratory of systems and control, Academy of Mathematics and Systems Science, Chinese Academy o

会议类型: 国际会议

会议名称: The 31st Chinese Control Conference(第三十一届中国控制会议)

会议地点: 合肥

会议语种:英文

页码: 1831-1836

在线出版日期: 2012-07-01（万方平台首次上网日期，不代表论文的发表时间）