A Recursive Identification Algorithm for Wiener Nonlinear Systems with Linear State-Space Subsystem

作者：Li, Junhong; Zheng, Wei Xing^*; Gu, Juping; Hua, Liang

来源：Circuits, Systems, and Signal Processing, 2018, 37(6): 2374-2393.

DOI：10.1007/s00034-017-0682-7

• Wiener nonlinear systems
• System identification
• Parameter estimation
• Maximum likelihood
• State-space model
• Recursive identification

This paper addresses the problem of recursive identification of Wiener nonlinear systems whose linear subsystems are observable state-space models. The maximum likelihood principle and the recursive identification technique are employed to develop a recursive maximum likelihood identification algorithm which estimates the unknown parameters and the system states interactively. In comparison with the developed recursive maximum likelihood algorithm, a recursive generalized least squares algorithm is also proposed for identification of such Wiener systems. The performance of the developed algorithms is validated by two illustrative examples.

• 出版日期2018-6
• 单位南通大学