Identification of Hammerstein-Wiener models

被引：227
|
作者：
Wills, Adrian [1 ]
Schon, Thomas B. [2 ]
Ljung, Lennart [2 ]
Ninness, Brett [1 ]
机构：
[1] Univ Newcastle, Sch Elect Engn & Comp Sci, Callaghan, NSW 2308, Australia
[2] Linkoping Univ, Div Automat Control, SE-58183 Linkoping, Sweden
来源：
AUTOMATICA | 2013年 / 49卷 / 01期
基金：
瑞典研究理事会; 澳大利亚研究理事会;
关键词：
System identification; Hammerstein; Wiener; Block-oriented models; Nonlinear models; Dynamic systems; Monte Carlo method; Smoothing; Expectation maximization algorithm; Particle methods; Maximum Likelihood; MAXIMUM-LIKELIHOOD-ESTIMATION; NONLINEAR-SYSTEMS;
D O I：
10.1016/j.automatica.2012.09.018
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
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 colored stochastic disturbances both before and after the Wiener nonlinearity are all catered for. The method developed here addresses the blind Wiener estimation problem as a special case. (C) 2012 Elsevier Ltd. All rights reserved.
引用
收藏
页码：70 / 81
页数：12
相关论文
共 50 条
  • [1] Nonparametric models for Hammerstein-Wiener and Wiener-Hammerstein system identification
    Risuleo, Riccardo S.
    Hjalmarsson, Hakan
    IFAC PAPERSONLINE, 2020, 53 (02): : 407 - 412
  • [2] Identification of Hammerstein-Wiener models with hysteresis front nonlinearities
    Brouri, Adil
    Chaoui, Fatima-Zahra
    Giri, Fouad
    INTERNATIONAL JOURNAL OF CONTROL, 2022, 95 (12) : 3353 - 3367
  • [3] Identification of Hammerstein-Wiener models using Hamiltonian Monte Carlo
    Holdsworth, James R. Z.
    Wills, Adrian G.
    IFAC PAPERSONLINE, 2024, 58 (15): : 456 - 461
  • [4] Closed-loop subspace identification of Hammerstein-Wiener models
    van Wingerden, Jan-Willem
    Verhaegen, Michel
    PROCEEDINGS OF THE 48TH IEEE CONFERENCE ON DECISION AND CONTROL, 2009 HELD JOINTLY WITH THE 2009 28TH CHINESE CONTROL CONFERENCE (CDC/CCC 2009), 2009, : 3637 - 3642
  • [5] Identification of MIMO Hammerstein-Wiener System
    Bai, Jing
    Mao, Zhizhong
    Yu, Feng
    Wang, Yajun
    26TH CHINESE CONTROL AND DECISION CONFERENCE (2014 CCDC), 2014, : 1186 - 1190
  • [6] Nonlinear system identification using fractional Hammerstein-Wiener models
    Hammar, Karima
    Djamah, Tounsia
    Bettayeb, Maamar
    NONLINEAR DYNAMICS, 2019, 98 (03) : 2327 - 2338
  • [7] A blind approach to the Hammerstein-Wiener model identification
    Bai, EW
    AUTOMATICA, 2002, 38 (06) : 967 - 979
  • [8] Subspace intersection identification of Hammerstein-Wiener systems
    Goethals, Ivan
    Pelckmans, Kristiaan
    Hoegaerts, Luc
    Suykens, Johan
    De Moor, Bart
    2005 44TH IEEE CONFERENCE ON DECISION AND CONTROL & EUROPEAN CONTROL CONFERENCE, VOLS 1-8, 2005, : 7108 - 7113
  • [9] The Hammerstein-wiener model for identification of stochastic systems
    Bolkvadze, GR
    AUTOMATION AND REMOTE CONTROL, 2003, 64 (09) : 1418 - 1431
  • [10] Recursive Identification Method for Hammerstein-Wiener System
    Yang, Xiaolong
    Fang, Hai-tao
    2013 32ND CHINESE CONTROL CONFERENCE (CCC), 2013, : 1945 - 1950
12345