Combined Parametric-Nonparametric Identification of Block-Oriented Systems

✍ Scribed by Grzegorz Mzyk (auth.)

• Publisher: Springer International Publishing
• Year: 2014
• Tongue: English
• Leaves: 245
• Series: Lecture Notes in Control and Information Sciences 454
• Edition: 1
• Category: Library

✦ Synopsis

This book considers a problem of block-oriented nonlinear dynamic system identification in the presence of random disturbances. This class of systems includes various interconnections of linear dynamic blocks and static nonlinear elements, e.g., Hammerstein system, Wiener system, Wiener-Hammerstein ("sandwich") system and additive NARMAX systems with feedback. Interconnecting signals are not accessible for measurement. The combined parametric-nonparametric algorithms, proposed in the book, can be selected dependently on the prior knowledge of the system and signals. Most of them are based on the decomposition of the complex system identification task into simpler local sub-problems by using non-parametric (kernel or orthogonal) regression estimation. In the parametric stage, the generalized least squares or the instrumental variables technique is commonly applied to cope with correlated excitations. Limit properties of the algorithms have been shown analytically and illustrated in simple experiments.

✦ Table of Contents

Front Matter....Pages 1-13
Introduction....Pages 1-21
Hammerstein System....Pages 23-85
Wiener System....Pages 87-102
Wiener-Hammerstein (Sandwich) System....Pages 103-111
Additive NARMAX System....Pages 113-136
Large-Scale Interconnected Systems....Pages 137-147
Structure Detection and Model Order Selection....Pages 149-169
Time-Varying Systems....Pages 171-180
Simulation Studies....Pages 181-187
Summary....Pages 189-191
Back Matter....Pages 193-238

✦ Subjects

Control; Systems Theory, Control; Nonlinear Dynamics