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Recursive Identification of Wiener-Hammerstein Systems with Nonparametric Nonlinearity

Published online by Cambridge University Press:  28 May 2015

Xiao-Li Hu
Affiliation:
School of Electrical Engineering and Computer Science, University of Newcastle, Newcastle NSW 2308, Australia
Yue-Ping Jiang
Affiliation:
School of Natural Sciences, Nanjing University of Posts and Telecommunications, Nanjing 210023, Jiangsu Province, P. R. China
Corresponding
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Abstract

A recursive scheme is proposed for identifying a single input single output (SISO) Wiener-Hammerstein system, which consists of two linear dynamic subsystems and a sandwiched nonparametric static nonlinearity. The first linear block is assumed to be a finite impulse response (FIR) filter and the second an infinite impulse response (IIR) filter. By letting the input be a sequence of mutually independent Gaussian random variables, the recursive estimates for coefficients of the two linear blocks and the value of the static nonlinear function at any fixed given point are proven to converge to the true values, with probability one as the data size tends to infinity. The static nonlinearity is identified in a nonparametric way and no structural information is directly used. A numerical example is presented that illustrates the theoretical results.

Type
Research Article
Copyright
Copyright © Global-Science Press 2013

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Recursive Identification of Wiener-Hammerstein Systems with Nonparametric Nonlinearity
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