Convergence of fixed-point iteration for the identification of Hammerstein and Wiener systems

Authors

  • Guoqi Li,

    1. Optical Materials & Systems (OMS) Division, Data Storage Institute, A* STAR, Singapore, 117608
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    • Current address: Advanced Concepts and Nanotechnology (ACN) Division, Data Storage Institute, A* STAR, Singapore, 117608

  • Changyun Wen

    Corresponding author
    • School of Electrical and Electronic Engineering, Nanyang Technological University, Singapore
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Correspondence to: Changyun Wen, School of Electrical and Electronic Engineering, Nanyang Technological University, Singapore, 639798.

E-mail: ecywen@ntu.edu.sg

SUMMARY

Convergence property of the iterative algorithm for Hammerstein or Wiener systems is generally hard to establish because of the existence the unmeasurable internal variables in such systems. In this paper, a fixed-point iteration is introduced to identifying both Hammerstein and Wiener systems with a unified algorithm. This newly proposed estimation algorithm gives consistent estimates under arbitrary nonzero initial conditions. In addition, the errors of the estimates are established as functions of the noise variance, and thus how the noise affects the quality of parameter estimates for a finite number of data points is made clear. Copyright © 2012 John Wiley & Sons, Ltd.

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