On-line wavelet estimation of Hammerstein system nonlinearity

Śliwiński, P.

International Journal of Applied Mathematics and Computer Science, Tome 20 (2010) no. 3, pp. 513-523.

Résumé

A new algorithm for nonparametric wavelet estimation of Hammerstein system nonlinearity is proposed. The algorithm works in the on-line regime (viz., past measurements are not available) and offers a convenient uniform routine for nonlinearity estimation at an arbitrary point and at any moment of the identification process. The pointwise convergence of the estimate to locally bounded nonlinearities and the rate of this convergence are both established.

Détail

Keywords: Hammerstein system, on-line nonparametric identification, wavelet estimates, convergence analysis
Mots-clés : system Hammersteina, identyfikacja nieparametryczna, estymacja falkowa, analiza zbieżności

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