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Convergence of the iterative Hammerstein system identification algorithm
Conference proceeding

Convergence of the iterative Hammerstein system identification algorithm

Er-Wei Bai and Duan Li
2004 43RD IEEE CONFERENCE ON DECISION AND CONTROL (CDC), VOLS 1-5, pp.3868-3873
2004
DOI: 10.1109/CDC.2004.1429341

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Abstract

It is shown that the iterative algorithm with normalization is convergent in general. Moreover, the convergence takes place in one step (two least squares iterations) for FIR Hammerstein models with i.i.d. inputs.

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