A Time-Domain Fractional Approach for Wiener-Hammerstein Systems Identification
نویسندگان
چکیده
منابع مشابه
On the identification of Hammerstein–Wiener systems
Special classes of nonlinear systems applied in engineering are nonlinear systems with both block-oriented Hammerstein and Wiener structures, respectively [1, 3, 4, 7, 8, 14]. There are a lot of papers devoted to the different aspects of the parametric identification of Hammerstein and Wiener systems and much less on that of the Hammerstein–Wiener (H-W) systems with so-called hard nonlinearitie...
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Block-oriented nonlinear models are popular in nonlinear modeling because of their advantages to be quite simple to understand and easy to use. To increase the flexibility of single branch block-oriented models, such as Hammerstein, Wiener, and WienerHammerstein models, parallel block-oriented models can be considered. This paper presents a method to identify parallel Wiener-Hammerstein systems...
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System identification is very important to technical and nontechnical areas. All physical systems are nonlinear to some extent and it is natural better to use nonlinear model to describe a real system. The Wiener and Hammerstein systems are proved to be good descriptions of nonlinear dynamic systems in which the nonlinear static subsystems and linear dynamic subsystems are separated in differen...
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The class of nonlinear dynamic systems which can be represented by the block-oriented models, ie, by interconnection of linear dynamic and nonlinear static subsystems, has been studied by many authors. In the simplest case the models consist of a combination of two blocks giving the so-called Hammerstein (nonlinear-linear) and Wiener (linear-nonlinear) models and there are many methods for nonl...
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This paper develops and illustrates a new maximum-likelihood based method for the identification of Hammerstein–Wiener model structures. A central aspect is that a very general situation is considered wherein multivariable data, non-invertible Hammerstein and Wiener nonlinearities, and coloured stochastic disturbances both before and after the Wiener nonlinearity are all catered for. The method...
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ژورنال
عنوان ژورنال: IFAC-PapersOnLine
سال: 2015
ISSN: 2405-8963
DOI: 10.1016/j.ifacol.2015.12.300