Identification of time-varying Hammerstein systems from ensemble data

被引：15
|
作者：
Lortie, M [1 ]
Kearney, RE [1 ]
机构：
[1] McGill Univ, Dept Biomed Engn, Montreal, PQ H3A 2B4, Canada
来源：
ANNALS OF BIOMEDICAL ENGINEERING | 2001年 / 29卷 / 07期
基金：
加拿大自然科学与工程研究理事会; 英国医学研究理事会;
关键词：
system identification; nonlinear systems; nonstationary systems; cascade models; ensemble methods;
D O I：
10.1114/1.1380421
中图分类号：
R318 [生物医学工程];
学科分类号：
0831 ;
摘要：
In this paper, we describe a new technique to identify rapidly time-varying Hammerstein systems from ensembles of input-output realizations. The technique involves two steps. A correlation approach is first used to obtain initial estimates of the linear subsystem parameters for every sampling time. An iterative optimization algorithm is then employed to produce final estimates of the system parameters. The input does not need to be white. The technique was tested on simulated data and was found to produce excellent results under realistic conditions. (C) 2001 Biomedical Engineering Society.
引用
收藏
页码：619 / 635
页数：17
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