Hammerstein System Identification by a Semi-Parametric Method
نویسنده
چکیده
A semi-parametric algorithm for identification of Hammerstein systems in the presence of correlated noise is proposed. The procedure is based on the non-parametric kernel regression estimator and the standard least squares. The advantages of the method in comparison with the standard non-parametric approach are discussed. Limit properties of the proposed estimator are studied, and the simulation results are presented.
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