Revisiting the Two-Stage Algorithm for Hammerstein system identification

Abstract : The Two-Stage Algorithm (TSA) has been extensively used and adapted for the identification of block-oriented nonlinear systems including Hammerstein systems. This paper revisits an optimality result established by Bai in 1998 showing that the TSA provides the optimal estimation of a bilinearly parameterized Hammerstein system in the sense of a weighted nonlinear least-squares (LS) criterion formulated with some special weighting matrix. We will re-derive this result through the Lagrange multiplier method which is more constructive, and complement it by giving a complete parametrization of the special weighting matrices. Numerical examples of Hammerstein system identification are presented to validate the obtained theoretical results.
Type de document :
Communication dans un congrès
CDC/CCC 2009 - 48th IEEE Conference on Decision and Control and 28th Chinese Control Conference, Dec 2009, Shanghai, China. IEEE, pp.3620-3625, 2009, 〈10.1109/CDC.2009.5400243〉
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https://hal.inria.fr/hal-00777571
Contributeur : Qinghua Zhang <>
Soumis le : jeudi 17 janvier 2013 - 16:31:33
Dernière modification le : vendredi 25 mai 2018 - 12:02:05

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Jiandong Wang, Qinghua Zhang, Lennart Ljung. Revisiting the Two-Stage Algorithm for Hammerstein system identification. CDC/CCC 2009 - 48th IEEE Conference on Decision and Control and 28th Chinese Control Conference, Dec 2009, Shanghai, China. IEEE, pp.3620-3625, 2009, 〈10.1109/CDC.2009.5400243〉. 〈hal-00777571〉

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