Abstract
IThe object of this paper is the identification of Hammerstein systems, which are dynamic systems consisting of a static nonlinearity and a linear time-invariant dynamic system in cascade. We assume that the nonlinear function can be described as a linear combination of p basis functions. We model the system dynamics by means of an np-dimensional vector. This vector, usually referred to as overparameterized vector, contains all the combinations between the nonlinearity coefficients and the first n samples of the impulse response of the linear block. The estimation of the overparameterized vector is performed with a new regularized kernel-based approach. To this end, we introduce a novel kernel tailored for overparameterized models, which yields estimates that can be uniquely decomposed as the combination of an impulse response and p coefficients of the static nonlinearity. As part of the work, we establish a clear connection between the proposed identification scheme and our recently developed nonparametric method based on the stable spline kernel.
Original language | English |
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Title of host publication | 2015 IEEE 54th Annual Conference on Decision and Control (CDC) December 15-18, 2015. Osaka, Japan |
Place of Publication | Piscataway |
Publisher | Institute of Electrical and Electronics Engineers |
Pages | 115-120 |
Number of pages | 6 |
ISBN (Print) | 9781479978861 |
DOIs | |
Publication status | Published - 8 Feb 2015 |
Externally published | Yes |
Event | 54th IEEE Conference on Decision and Control (CDC 2015) - "Osaka International Convention Center", Osaka, Japan Duration: 15 Dec 2015 → 18 Dec 2015 Conference number: 54 http://www.cdc2015.ctrl.titech.ac.jp/ |
Conference
Conference | 54th IEEE Conference on Decision and Control (CDC 2015) |
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Abbreviated title | CDC 2015 |
Country/Territory | Japan |
City | Osaka |
Period | 15/12/15 → 18/12/15 |
Internet address |