A simple scheme for semi-recursive identification of Hammerstein system nonlinearity by Haar wavelets

Śliwiński, P. ; Hasiewicz, Z. ; Wachel, P.

International Journal of Applied Mathematics and Computer Science, Tome 23 (2013) no. 3, pp. 507-520.

Résumé

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 piecewise-Lipschitz 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.

Détail

Keywords: Hammerstein system, non parametric recursive identification, Haar orthogonal expansion, convergence analysis, numerical stability
Mots-clés : system Hammersteina, identyfikacja rekurencyjna nieparametryczna, analiza zbieżności, stateczność numeryczna

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