Revisiting Hammerstein system identification through the Two-Stage   Algorithm for bilinear parameter estimation

doi:10.1016/j.automatica.2009.07.033

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	Revisiting Hammerstein system identification through the Two-Stage Algorithm for bilinear parameter estimation
	Wang, Jiandong ; Zhang, Qinghua ; Ljung, Lennart
刊名	automatica
	2009
关键词	Nonlinear system identification Hammerstein system Two-stage algorithm Bilinear equation NONLINEAR-SYSTEMS MODELS
DOI	10.1016/j.automatica.2009.07.033
英文摘要	The Two-Stage Algorithm (TSA) has been extensively used and adapted for the identification of Hammerstein systems. It is essentially based on a particular formulation of Hammerstein systems in the form of bilinearly parameterized linear regressions. This paper has been motivated by a somewhat contradictory fact: though the optimality of the TSA has been established by Bai in 1998 only in the case of some special weighting matrices, the unweighted TSA is usually used in practice. It is shown in this paper that the unweighted TSA indeed gives the optimal solution of the weighted nonlinear least squares problem formulated with a particular weighting matrix. This provides a theoretical justification of the unweighted TSA, and also leads to a generalization of the obtained result to the case of colored noise with noise whitening. Numerical examples of identification of Hammerstein systems are presented to validate the theoretical analysis. (C) 2009 Elsevier Ltd. All rights reserved.; http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000271877200019&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=8e1609b174ce4e31116a60747a720701 ; Automation & Control Systems; Engineering, Electrical & Electronic; SCI(E); EI; 17; ARTICLE; 11; 2627-2633; 45
语种	英语
内容类型	期刊论文
源URL	[http://ir.pku.edu.cn/handle/20.500.11897/154888]
专题	工学院
推荐引用方式 GB/T 7714	Wang, Jiandong,Zhang, Qinghua,Ljung, Lennart. Revisiting Hammerstein system identification through the Two-Stage Algorithm for bilinear parameter estimation[J]. automatica,2009.
APA	Wang, Jiandong,Zhang, Qinghua,&Ljung, Lennart.(2009).Revisiting Hammerstein system identification through the Two-Stage Algorithm for bilinear parameter estimation.automatica.
MLA	Wang, Jiandong,et al."Revisiting Hammerstein system identification through the Two-Stage Algorithm for bilinear parameter estimation".automatica (2009).