A modified version of the classical kernel nonparametric identification algorithm for nonlinearity recovering in a Hammerstein system under the existence of random noise is proposed. The assumptions imposed on the unknown characteristic are weak. The generalized kernel method proposed in the paper provides more accurate results in comparison with the classical kernel nonparametric estimate, regardless of the number of measurements. The convergence in probability of the proposed estimate to the unknown characteristic is proved and the question of the convergence rate is discussed. Illustrative simulation examples are included.
@article{bwmeta1.element.bwnjournal-article-amcv17i2p189bwm, author = {Mzyk, Grzegorz}, title = {Generalized kernel regression estimatefor the identification of Hammerstein systems}, journal = {International Journal of Applied Mathematics and Computer Science}, volume = {17}, year = {2007}, pages = {189-197}, zbl = {1119.93416}, language = {en}, url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-amcv17i2p189bwm} }
Mzyk, Grzegorz. Generalized kernel regression estimatefor the identification of Hammerstein systems. International Journal of Applied Mathematics and Computer Science, Tome 17 (2007) pp. 189-197. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-amcv17i2p189bwm/
[000] Bai E.W. (2003): Frequency domain identification of Hammerstein models. - IEEE Trans. Automat. Contr., Vol.48, No.4, pp.530-542.
[001] Bai E.W. and Li D. (2004): Convergence of the iterative Hammerstein system identification algorithm. - IEEE Trans. Automat. Contr., Vol.49, No.11, pp.1929-1940.
[002] Billings S.A. and Fakhouri S.Y. (1982): Identification of systems containing linear dynamic and static nonlinear elements. - Automat., Vol.18, No.1, pp.15-26. | Zbl 0472.93067
[003] Chang F.H.I. and Luus R. (1971): A non-iterative method for identification using Hammerstein model. - IEEE Trans. Automat. Contr., Vol.AC-16, No.4, pp.464-468.
[004] Chen H.F. (2005): Strong consistency of recursive identification for Hammerstein systems with discontinuous piecewise-linear memoryless block. - IEEE Trans. Automat. Contr., Vol.50, No.10, pp.1612-1617.
[005] Giannakis G.B. and Serpedin E. (2001): A bibliography on nonlinear system identification. - Signal Process., Vol.81,No.3, pp.533-580. | Zbl 1079.93500
[006] Giunta G., Jacovitti G. and Neri A. (1991): Bandpass nonlinear system identification by higher cross correlation. - IEEE Trans. Signal Process., Vol.39, No.9, pp.2092-2095. | Zbl 0760.93082
[007] Gomez J.C. and Basualdo M. (2000): Nonlinear model identification of batch distillation process. - Proc. Int. IFAC Symp. Advanced Control of Chemical Processes, ADCHEM, Pisa, Italy, pp.953-959.
[008] Greblicki W. (1989): Nonparametric orthogonal series identification of Hammerstein systems. - Int. J. Syst. Sci., Vol.20, No.12, pp.2355-2367. | Zbl 0688.93062
[009] Greblicki W. (2001): Recursive identification of Wiener systems. - Int. J. Appl. Math. Comp. Sci., Vol.11, No.4, pp.977-991. | Zbl 1001.93085
[010] Greblicki W., Krzyżak A. and Pawlak M. (1984): Distribution-free pointwise consistency of kernel regression estimate. - Ann. Stat., Vol.12, No.4, pp.1570-1575. | Zbl 0551.62025
[011] Greblicki W. and Pawlak M. (1986): Identification of discrete Hammerstein systems using kernel regression estimates. - IEEE Trans. Automat. Contr., Vol.31, No.1, pp.74-77. | Zbl 0584.93066
[012] Greblicki W. and Pawlak M. (1989): Nonparametric identification of Hammerstein systems. - IEEE Trans. Inf. Theory, Vol.35, No.2, pp.409-418. | Zbl 0676.93015
[013] Greblicki W. and Pawlak M. (1994): Cascade non-linear system identification by a non-parametric method. - Int. J. Syst. Sci., Vol.25, No.1, pp.129-153. | Zbl 0790.93033
[014] Haber M. and Keviczky L. (1999): Nonlinear System Identification - Input-Output Modeling Approach. - Dordrecht: Kluwer. | Zbl 0934.93004
[015] Haber R. and Zeirfuss P. (1988): Identification of an electrically heated heat exchanger by several nonlinear models using different structures and parameter estimation methods. - Tech. Rep., Inst. Machine and Process Automation, Technical University of Vienna, Austria.
[016] Hannan E.J. and Deistler M. (1998): The Statistical Theory of Linear Systems. - New York: Wiley. | Zbl 0641.93002
[017] Hasiewicz Z. and Mzyk G. (2004a): Combined parametric-nonparametric identification of Hammerstein systems. - IEEE Trans. Automat. Contr., Vol.49, No.8, pp.1370-1376.
[018] Hasiewicz Z. and Mzyk G. (2004b): Nonparametric instrumental variables for Hammerstein system identification. - Int. J. Contr., (submitted). | Zbl 1168.93412
[019] Hasiewicz Z., Pawlak M. and Śliwiński P. (2005): Nonparametric identification of nonlinearities in block-oriented systems by orthogonal wavelets with compact support. - IEEE Trans. Circ. Syst. I: Fund. Theory Applic., Vol.52, No.2, pp.427-442.
[020] Härdle W. (1990): Applied Nonparametric Regression. - Cambridge: Cambridge University Press. | Zbl 0714.62030
[021] Janczak A. (1999): Parameter estimation based fault detection and isolation in Wiener and Hammerstein systems. - Int. J. Appl. Math. Comput. Sci., Vol.9, No.3, pp.711-735. | Zbl 0945.93529
[022] Jang W. and Kim G. (1994): Identification of loudspeaker nonlinearities using the NARMAX modelling technique. - J.Audio Eng. Soc., Vol.42, No.1/2, pp.50-59.
[023] Krzyżak A. (1990): On estimation of a class of nonlinear systems by the kernel regression estimate. - IEEE Trans. Inf. Theory, Vol. IT-36, No.1, pp. 141-152. | Zbl 0714.62033
[024] Krzyżak A., Sąsiadek J. and Kégl B. (2001): Identification of dynamic nonlinear systems using the Hermite series approach. - Int. J. Syst. Sci., Vol. 32, No. 10, pp. 1261-1285. | Zbl 1015.93013
[025] Latawiec K.J. (2004): The Power of Inverse Systems in Linear and Nonlinear Modeling and Control. - Opole: Opole University of Technology Press.
[026] Ljung L. (1987): System Identification: Theory for the User. - Englewood Cliffs, NJ: Prentice Hall. | Zbl 0615.93004
[027] Narendra K.S. and Gallman P.G. (1966): An iterative method for the identification of nonlinear systems using the Hammerstein model. - IEEE Trans. Automat. Contr., Vol. 11, No. 3, pp. 546-550.
[028] Pawlak M. and Hasiewicz Z. (1998): Nonlinear system identification by the Haar multiresolution analysis. - IEEE Trans. Circ. Syst., Vol.45, No.9, pp.945-961. | Zbl 0952.93021
[029] Söderström T. and Stoica P. (1982): Instrumental-variable methods for identification of Hammerstein systems. - Int. J. Contr., Vol.35, No.3, pp.459-476. | Zbl 0479.93071
[030] Söderström T. and Stoica P. (1989): System Identification. - Englewood Cliffs, NJ: Prentice Hall. | Zbl 0695.93108
[031] Van den Hof P., Heuberger P. and Bokor J. (1995): System identification with generalized orthonormal basis functions. - Automatica, Vol.31, No.12, pp.1821-1834. | Zbl 0848.93013
[032] Vörös J. (1999): Iterative algorithm for identification of Hammerstein systems with two-segment nonlinearities. - IEEE Trans. Automat. Contr., Vol.44, No.11, pp.2145-2149. | Zbl 1136.93446
[033] Wand M.P. and Jones H.C. (1995): Kernel Smoothing. -London: Chapman and Hall. | Zbl 0854.62043
[034] Zhang Y.K. and Bai E.W. (1996): Simulation of spring discharge from a limestone aquifer in Iowa. - Hydrogeol. J., Vol.4, No.4, pp.41-54.
[035] Zhu Y. (2000): Identification of Hammerstein models for control using ASYM. - Int. J. Contr., Vol.73, No.18, pp.1692-1702 | Zbl 0992.93016