### Abstract

Linearity is a common assumption for many real-life systems, but in many cases the nonlinear behavior of systems cannot be ignored and must be modeled and estimated. Among the various existing classes of nonlinear models, Parallel Hammerstein Models (PHM) are interesting as they are at the same time easy to interpret as well as to estimate. One way to estimate PHM relies on the fact that the estimation problem is linear in the parameters and thus that classical least squares (LS) estimation algorithms can be used. In that area, this article introduces a regularized LS estimation algorithm inspired on some of the recently developed regularized impulse response estimation techniques. Another mean to estimate PHM consists in using parametric or non-parametric exponential sine sweeps (ESS) based methods. These methods (LS and ESS) are founded on radically different mathematical backgrounds but are expected to tackle the same issue. A methodology is proposed here to compare them with respect to (i) their accuracy, (ii) their computational cost, and (iii) their robustness to noise. Tests are performed on simulated systems for several values of methods respective parameters and of signal to noise ratio. Results show that, for a given set of data points, the ESS method is less demanding in computational resources than the LS method but that it is also less accurate. Furthermore, the LS method needs parameters to be set in advance whereas the ESS method is not subject to conditioning issues and can be fully non-parametric. In summary, for a given set of data points, ESS method can provide a first, automatic, and quick overview of a nonlinear system than can guide more computationally demanding and precise methods, such as the regularized LS one proposed here.

Original language | English |
---|---|

Pages (from-to) | 851-865 |

Number of pages | 15 |

Journal | Mechanical Systems and Signal Processing |

Volume | 104 |

DOIs | |

Publication status | Published - 1 May 2018 |

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### Keywords

- Exponential sine sweep
- Least-square method
- Nonlinear system identification

### Cite this

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**Comparison of least squares and exponential sine sweep methods for Parallel Hammerstein Models estimation.** / Rebillat, M.; Schoukens, M.

Research output: Contribution to journal › Article › Academic › peer-review

TY - JOUR

T1 - Comparison of least squares and exponential sine sweep methods for Parallel Hammerstein Models estimation

AU - Rebillat, M.

AU - Schoukens, M.

PY - 2018/5/1

Y1 - 2018/5/1

N2 - Linearity is a common assumption for many real-life systems, but in many cases the nonlinear behavior of systems cannot be ignored and must be modeled and estimated. Among the various existing classes of nonlinear models, Parallel Hammerstein Models (PHM) are interesting as they are at the same time easy to interpret as well as to estimate. One way to estimate PHM relies on the fact that the estimation problem is linear in the parameters and thus that classical least squares (LS) estimation algorithms can be used. In that area, this article introduces a regularized LS estimation algorithm inspired on some of the recently developed regularized impulse response estimation techniques. Another mean to estimate PHM consists in using parametric or non-parametric exponential sine sweeps (ESS) based methods. These methods (LS and ESS) are founded on radically different mathematical backgrounds but are expected to tackle the same issue. A methodology is proposed here to compare them with respect to (i) their accuracy, (ii) their computational cost, and (iii) their robustness to noise. Tests are performed on simulated systems for several values of methods respective parameters and of signal to noise ratio. Results show that, for a given set of data points, the ESS method is less demanding in computational resources than the LS method but that it is also less accurate. Furthermore, the LS method needs parameters to be set in advance whereas the ESS method is not subject to conditioning issues and can be fully non-parametric. In summary, for a given set of data points, ESS method can provide a first, automatic, and quick overview of a nonlinear system than can guide more computationally demanding and precise methods, such as the regularized LS one proposed here.

AB - Linearity is a common assumption for many real-life systems, but in many cases the nonlinear behavior of systems cannot be ignored and must be modeled and estimated. Among the various existing classes of nonlinear models, Parallel Hammerstein Models (PHM) are interesting as they are at the same time easy to interpret as well as to estimate. One way to estimate PHM relies on the fact that the estimation problem is linear in the parameters and thus that classical least squares (LS) estimation algorithms can be used. In that area, this article introduces a regularized LS estimation algorithm inspired on some of the recently developed regularized impulse response estimation techniques. Another mean to estimate PHM consists in using parametric or non-parametric exponential sine sweeps (ESS) based methods. These methods (LS and ESS) are founded on radically different mathematical backgrounds but are expected to tackle the same issue. A methodology is proposed here to compare them with respect to (i) their accuracy, (ii) their computational cost, and (iii) their robustness to noise. Tests are performed on simulated systems for several values of methods respective parameters and of signal to noise ratio. Results show that, for a given set of data points, the ESS method is less demanding in computational resources than the LS method but that it is also less accurate. Furthermore, the LS method needs parameters to be set in advance whereas the ESS method is not subject to conditioning issues and can be fully non-parametric. In summary, for a given set of data points, ESS method can provide a first, automatic, and quick overview of a nonlinear system than can guide more computationally demanding and precise methods, such as the regularized LS one proposed here.

KW - Exponential sine sweep

KW - Least-square method

KW - Nonlinear system identification

UR - http://www.scopus.com/inward/record.url?scp=85036553633&partnerID=8YFLogxK

U2 - 10.1016/j.ymssp.2017.11.015

DO - 10.1016/j.ymssp.2017.11.015

M3 - Article

AN - SCOPUS:85036553633

VL - 104

SP - 851

EP - 865

JO - Mechanical Systems and Signal Processing

JF - Mechanical Systems and Signal Processing

SN - 0888-3270

ER -