Estimation of Generalised Hammerstein-Wiener Systems ?
نویسندگان
چکیده
This paper examines the use of a so-called “generalised Hammerstein–Wiener” model structure that is formed as the concatenation of an arbitrary number of Hammerstein systems. The latter are taken here to be memoryless non-linearities followed by linear time invariant dynamics. Hammerstein, Wiener, Hammerstein–Wiener and Wiener–Hammerstein models are all special cases of this structure. The parameter estimation of this model is investigated by using a standard prediction error criterion coupled with a robust gradient based search algorithm. This approach is profiled using the “silverbox” Wiener–Hammerstein system benchmark data, which illustrates it to be effective and, via Monte–Carlo simulation, relatively robust against capture in local minima.
منابع مشابه
Generalised Hammerstein-Wiener System Estimation and a Benchmark Application
This paper examines the use of a so-called “generalised Hammerstein–Wiener” model structure that is formed as the concatenation of an arbitrary number of Hammerstein systems. The latter are taken here to be memoryless nonlinearities followed by linear time invariant dynamics. Hammerstein, Wiener, Hammerstein–Wiener and Wiener–Hammerstein models are all special cases of this structure. The param...
متن کاملHammerstein-Wiener Model: A New Approach to the Estimation of Formal Neural Information
A new approach is introduced to estimate the formal information of neurons. Formal Information, mainly discusses about the aspects of the response that is related to the stimulus. Estimation is based on introducing a mathematical nonlinear model with Hammerstein-Wiener system estimator. This method of system identification consists of three blocks to completely describe the nonlinearity of inp...
متن کاملNonlinear System Identification Using Hammerstein-Wiener Neural Network and subspace algorithms
Neural networks are applicable in identification systems from input-output data. In this report, we analyze theHammerstein-Wiener models and identify them. TheHammerstein-Wiener systems are the simplest type of block orientednonlinear systems where the linear dynamic block issandwiched in between two static nonlinear blocks, whichappear in many engineering applications; the aim of nonlinearsyst...
متن کاملRecursive parameter identification of Hammerstein-Wiener systems with measurement noise
A recursive algorithm is proposed in this paper to identify Hammerstein–Wiener systems with heteroscedastic measurement noise. Based on the parameterization model of Hammerstein–Wiener systems, the algorithm is derived by minimizing the expectation of the sum of squared parameter estimation errors. By replacing the immeasurable internal variables with their estimations, the need for the commonl...
متن کاملHammerstein and Wiener Model Identification Using Rational Orthonormal Bases
In this paper, non iterative algorithms for the identification of (multivariable) Hammerstein and Wiener systems are presented. The proposed algorithms are numerically robust, since they are based only on least squares estimation and singular value decomposition. For the Hammerstein model, the algorithm provides consistent estimates even in the presence of coloured output noise, under weak assu...
متن کامل