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Auxiliary model-based least-squares identification methods for Hammerstein output-error systems. (English) Zbl 1130.93055

Summary: The difficulty in identification of a Hammerstein (a linear dynamical block following a memoryless nonlinear block) nonlinear output-error model is that the information vector in the identification model contains unknown variables – the noise-free (true) outputs of the system. In this paper, an auxiliary model-based least-squares identification algorithm is developed. The basic idea is to replace the unknown variables by the output of an auxiliary model. Convergence analysis of the algorithm indicates that the parameter estimation error consistently converges to zero under a generalized persistent excitation condition. The simulation results show the effectiveness of the proposed algorithms.

MSC:

93E12 Identification in stochastic control theory
93E24 Least squares and related methods for stochastic control systems
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