A SIMPLE SCHEME FOR SEMI-RECURSIVE IDENTIFICATION OF HAMMERSTEIN SYSTEM NONLINEARITY BY HAARWAVELETS

作者：Sliwinski Przemyslaw^*; Hasiewicz Zygmunt; Wachel Pawel

来源：International Journal of Applied Mathematics and Computer Science, 2013, 23(3): 507-520.

DOI：10.2478/amcs-2013-0039

• Hammerstein system
• non-parametric recursive identification
• Haar orthogonal expansion
• convergence analysis
• numerical stability

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.

• 出版日期2013-9