A simple semi-recursive routine for nonlinearity recovery in Hammerstein systems is proposed. The identification scheme is based on the Haar wavelet kernel and possesses a simple and compact form. The convergence of the algorithm is established and the asymptotic rate of convergence (independent of the input density smoothness) is shown for piecewiseLipschitz nonlinearities. The numerical stability of the algorithm is verified. Simulation experiments for a small and moderate number of input-output data are presented and discussed to illustrate the applicability of the routine.
@article{bwmeta1.element.bwnjournal-article-amcv23z3p507bwm, author = {Przemys\l aw \'Sliwi\'nski and Zygmunt Hasiewicz and Pawe\l\ Wachel}, title = {A simple scheme for semi-recursive identification of Hammerstein system nonlinearity by Haar wavelets}, journal = {International Journal of Applied Mathematics and Computer Science}, volume = {23}, year = {2013}, pages = {507-520}, zbl = {1279.93041}, language = {en}, url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-amcv23z3p507bwm} }
Przemysław Śliwiński; Zygmunt Hasiewicz; Paweł Wachel. A simple scheme for semi-recursive identification of Hammerstein system nonlinearity by Haar wavelets. International Journal of Applied Mathematics and Computer Science, Tome 23 (2013) pp. 507-520. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-amcv23z3p507bwm/
[000] Capobianco, E. (2002). Hammerstein system representation of financial volatility processes, The European Physical Journal B: Condensed Matter 27(2): 201-211.
[001] Chen, H.-F. (2004). Pathwise convergence of recursive identification algorithms for Hammerstein systems, IEEE Transactions on Automatic Control 49(10): 1641-1649.
[002] Chen, H.-F. (2010). Recursive identification for stochastic Hammerstein systems, in F. Giri and E.W. Bai (Eds.), Block-oriented Nonlinear System Identification, Lecture Notes in Control and Information Sciences, Vol. 404, Springer-Verlag, Berlin/Heidelberg, pp. 69-87. | Zbl 1216.93100
[003] Chen, S., Billings, S.A. and Luo, W. (1989). Orthogonal least squares methods and their application to non-linear system identification, International Journal of Control 50(5): 1873-1896. | Zbl 0686.93093
[004] Chen, W., Khan, A.Q., Abid, M. and Ding, S.X. (2011). Integrated design of observer based fault detection for a class of uncertain nonlinear systems, International Journal of Applied Mathematics and Computer Science 21(3): 423-430, DOI: 10.2478/v10006-011-0031-0. | Zbl 1234.93036
[005] Clancy, E.A., Liu, L., Liu, P. and Moyer, D.V.Z. (2012). Identification of constant-posture EMG-torque relationship about the elbow using nonlinear dynamic models, IEEE Transactions on Biomedical Engineering 59(1): 205-212.
[006] Coca, D. and Billings, S.A. (2001). Non-linear system identification using wavelet multiresolution models, International Journal of Control 74(18): 1718-1736. | Zbl 1024.93061
[007] Gallman, P. (1975). An iterative method for the identification of nonlinear systems using a Uryson model, IEEE Transactions on Automatic Control 20(6): 771-775. | Zbl 0324.93016
[008] Gomes, S.M. and Cortina, E. (1995). Some results on the convergence of sampling series based on convolution integrals, SIAM Journal on Mathematical Analysis 26(5): 1386-1402. | Zbl 0844.42018
[009] Greblicki, W. (2002). Stochastic approximation in nonparametric identification of Hammerstein systems, IEEE Transactions on Automatic Control 47(11): 1800-1810.
[010] Greblicki, W. (2004). Hammerstein system identification with stochastic approximation, International Journal of Modelling and Simulation 24(2): 131-138. | Zbl 1070.93047
[011] Greblicki, W. and Pawlak, M. (1986). Identification of discrete Hammerstein system using kernel regression estimates, IEEE Transactions on Automatic Control 31(1): 74-77. | Zbl 0584.93066
[012] Greblicki, W. and Pawlak, M. (1987). Necessary and sufficient consistency conditions for a recursive kernel regression estimate, Journal of Multivariate Analysis 23(1): 67-76. | Zbl 0627.62040
[013] Greblicki, W. and Pawlak, M. (1989). Recursive nonparametric identification of Hammerstein systems, Journal of the Franklin Institute 326(4): 461-481. | Zbl 0687.93074
[014] Greblicki, W. and Pawlak, M. (2008). Nonparametric System Identification, Cambridge University Press, New York, NY. | Zbl 1172.93001
[015] Györfi, L., Kohler, M., Krzyżak, A. and Walk, H. (2002). A Distribution-Free Theory of Nonparametric Regression, Springer-Verlag, New York, NY. | Zbl 1021.62024
[016] Hasiewicz, Z. (1999). Hammerstein system identification by the Haar multiresolution approximation, International Journal of Adaptive Control and Signal Processing 13(8): 697-717. | Zbl 0953.93021
[017] Hasiewicz, Z. (2000). Modular neural networks for non-linearity recovering by the Haar approximation, Neural Networks 13(10): 1107-1133.
[018] Hasiewicz, Z., Pawlak, M. and Śliwiński, P. (2005). Non-parametric identification of non-linearities in block-oriented complex systems by orthogonal wavelets with compact support, IEEE Transactions on Circuits and Systems I: Regular Papers 52(1): 427-442.
[019] Hasiewicz, Z. and Sliwiński, P. (2002). Identification of non-linear characteristics of a class of block-oriented non-linear systems via Daubechies wavelet-based models, International Journal of Systems Science 33(14): 1121-1144. | Zbl 1060.93034
[020] Jyothi, S.N. and Chidambaram, M. (2000). Identification of Hammerstein model for bioreactors with input multiplicities, Bioprocess Engineering 23(4): 323-326.
[021] Krzyżak, A. (1986). The rates of convergence of kernel regression estimates and classification rules, IEEE Transactions on Information Theory 32(5): 668-679. | Zbl 0614.62050
[022] Krzyżak, A. (1992). Global convergence of the recursive kernel regression estimates with applications in classification and nonlinear system estimation, IEEE Transactions on Information Theory 38(4): 1323-1338. | Zbl 0754.62022
[023] Krzyżak, A. (1993). Identification of nonlinear block-oriented systems by the recursive kernel estimate, Journal of the Franklin Institute 330(3): 605-627. | Zbl 0812.93070
[024] Krzyżak, A. and Pawlak, M. (1984). Distribution-free consistency of a nonparametric kernel regression estimate and classification, IEEE Transactions on Information Theory 30(1): 78-81. | Zbl 0534.62022
[025] Kukreja, S., Kearney, R. and Galiana, H. (2005). A least-squares parameter estimation algorithm for switched Hammerstein systems with applications to the VOR, IEEE Transactions on Biomedical Engineering 52(3): 431-444.
[026] Kushner, H.J. and Yin, G.G. (2003). Stochastic Approximation and Recursive Algorithms and Applications, 2nd Edn., Stochastic Modelling and Applied Probability, Springer, New York, NY. | Zbl 1026.62084
[027] Lortie, M. and Kearney, R.E. (2001). Identification of time-varying Hammerstein systems from ensemble data, Annals of Biomedical Engineering 29(2): 619-635.
[028] Mallat, S.G. (1998). A Wavelet Tour of Signal Processing, Academic Press, San Diego, CA. | Zbl 0937.94001
[029] Marmarelis, V.Z. (2004). Nonlinear Dynamic Modeling of Physiological Systems, IEEE Press Series on Biomedical Engineering, Wiley-IEEE Press, Piscataway, NJ.
[030] Nordsjo, A. and Zetterberg, L. (2001). Identification of certain time-varying nonlinear Wiener and Hammerstein systems, IEEE Transactions on Signal Processing 49(3): 577-592.
[031] Patan, K. and Korbicz, J. (2012). Nonlinear model predictive control of a boiler unit: A fault tolerant control study, International Journal of Applied Mathematics and Computer Science 22(1): 225-237, DOI: 10.2478/v10006-012-0017-6. | Zbl 1273.93071
[032] Pawlak, M. and Hasiewicz, Z. (1998). Nonlinear system identification by the Haar multiresolution analysis, IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications 45(9): 945-961. | Zbl 0952.93021
[033] Pawlak, M., Rafajłowicz, E. and Krzyżak, A. (2003). Postfiltering versus prefiltering for signal recovery from noisy samples, IEEE Transactions on Information Theory 49(12): 3195-3212. | Zbl 1301.94024
[034] Rutkowski, L. (1984). On nonparametric identification with prediction of time-varying systems, IEEE Transactions on Automatic Control 29(1): 58-60. | Zbl 0547.93071
[035] Rutkowski, L. (2004). Generalized regression neural networks in time-varying environment, IEEE Transactions on Neural Networks 15(3): 576-596.
[036] Saeedi, H., Mollahasani, N., Moghadam, M.M. and Chuev, G.N. (2011). An operational Haar wavelet method for solving fractional Volterra integral equations, International Journal of Applied Mathematics and Computer Science 21(3): 535-547, DOI: 10.2478/v10006-011-0042-x. | Zbl 1233.65100
[037] Sansone, G. (1959). Orthogonal Functions, Interscience, New York, NY. | Zbl 0084.06106
[038] Serfling, R.J. (1980). Approximation Theorems of Mathematical Statistics, Wiley, New York, NY. | Zbl 0538.62002
[039] Skubalska-Rafajłowicz, E. (2001). Pattern recognition algorithms based on space-filling curves and orthogonal expansions, IEEE Transactions on Information Theory 47(5): 1915-1927. | Zbl 1014.68141
[040] Śliwiński, P. (2010). On-line wavelet estimation of Hammerstein system nonlinearity, International Journal of Applied Mathematics and Computer Science 20(3): 513-523, DOI: 10.2478/v10006-010-0038-y. | Zbl 1211.93045
[041] Śliwiński, P. (2013). Nonlinear System Identification by Haar Wavelets, Lecture Notes in Statistics, Vol. 210, Springer-Verlag, Heidelberg. | Zbl 1284.93244
[042] Stone, C.J. (1980). Optimal rates of convergence for nonparametric regression, Annals of Statistics 8(6): 1348-1360. | Zbl 0451.62033
[043] Szego, G. (1974). Orthogonal Polynomials, 3rd Edn., American Mathematical Society, Providence, RI. | Zbl 65.0278.03
[044] Van der Vaart, A. (2000). Asymptotic Statistics, Cambridge University Press, Cambridge. | Zbl 0910.62001
[045] Vörös, J. (2003). Recursive identification of Hammerstein systems with discontinuous nonlinearities containing dead-zones, IEEE Transactions on Automatic Control 48(12): 2203-2206.
[046] Walter, G.G. and Shen, X. (2001). Wavelets and Other Orthogonal Systems With Applications, 2nd Edn., Chapman & Hall, Boca Raton, FL. | Zbl 1005.42018
[047] Westwick, D.T. and Kearney, R.E. (2003). Identification of Nonlinear Physiological Systems, IEEE Press Series on Biomedical Engineering, Wiley-IEEE Press, Piscataway, NJ. | Zbl 0758.92001
[048] Wheeden, R. L. and Zygmund, A. (1977). Measure and Integral: An Introduction to Real Analysis, Pure and Applied Mathematics, Marcel Dekker Inc., New York, NY. | Zbl 0362.26004
[049] Zhou, D. and DeBrunner, V.E. (2007). Novel adaptive nonlinear predistorters based on the direct learning algorithm, IEEE Transactions on Signal Processing 55(1): 120-133.