Journal article
Convergence of the iterative Hammerstein system identification algorithm
IEEE transactions on automatic control, Vol.49(11), pp.1929-1940
2004
DOI: 10.1109/TAC.2004.837592
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 iterative algorithm are derived. It is shown that the iterative 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.
Details
- Title: Subtitle
- Convergence of the iterative Hammerstein system identification algorithm
- Creators
- Er-Wei BAI - Department of Electrical and Computer Engineering, University of Iowa, Iowa City, Iowa 52242, United StatesDUAN LI - Department of Systems Engineering and Engineering Management, Chinese University of Hong Kong, Hong-Kong
- Resource Type
- Journal article
- Publication Details
- IEEE transactions on automatic control, Vol.49(11), pp.1929-1940
- Publisher
- Institute of Electrical and Electronics Engineers
- DOI
- 10.1109/TAC.2004.837592
- ISSN
- 0018-9286
- eISSN
- 1558-2523
- Language
- English
- Date published
- 2004
- Academic Unit
- Electrical and Computer Engineering
- Record Identifier
- 9984083849702771
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