A new kernel-based approach to overparameterized Hammerstein system identification

R.S. Risuleo, G. Bottegal, H. Hjalmarsson

Onderzoeksoutput: Hoofdstuk in Boek/Rapport/CongresprocedureConferentiebijdrageAcademicpeer review

5 Citaten (Scopus)

Samenvatting

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.
Originele taal-2Engels
Titel2015 IEEE 54th Annual Conference on Decision and Control (CDC) December 15-18, 2015. Osaka, Japan
Plaats van productiePiscataway
UitgeverijInstitute of Electrical and Electronics Engineers
Pagina's115-120
Aantal pagina's6
ISBN van geprinte versie9781479978861
DOI's
StatusGepubliceerd - 8 feb 2015
Extern gepubliceerdJa
Evenement54th IEEE Conference on Decision and Control (CDC 2015) - "Osaka International Convention Center", Osaka, Japan
Duur: 15 dec 201518 dec 2015
Congresnummer: 54
http://www.cdc2015.ctrl.titech.ac.jp/

Congres

Congres54th IEEE Conference on Decision and Control (CDC 2015)
Verkorte titelCDC 2015
LandJapan
StadOsaka
Periode15/12/1518/12/15
Anderthe 54th IEEE Conference on Decision and Control
Internet adres

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