Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
The 40th ISCIE International Symposium on Stochastic Systems Theory and Its Applications (Nov. 2008, Kyoto)
Identification of Wiener Models by Separable Least-Squares
Hajime AseTohru Katayama
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2009 Volume 2009 Pages 18-23

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Abstract
This paper is concerned with the identification of a discrete-time Wiener model, composed of a linear time-invariant (LTI) system and a static nonlinearity. Introducing a set of basis functions for the nonlinearity, we employ an output error criterion for the Wiener model identification. We apply the separable least-squares method to develop a two-stage method that identifies the LTI system using the data driven local coordinate (DDLC) and estimates coefficients of the nonlinearity by a simple substitution. Two examples are included.
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© 2009 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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