Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
第41回ISCIE「確率システム理論と応用」国際シンポジウム(2009年11月, 神戸)
Identification of Hammerstein Nonlinear ARMAX Model with Subspace Method
Zhenqiang LiKiyoshi Wada
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2010 年 2010 巻 p. 37-42

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This paper addresses identification of Hammerstein nonlinear ARMAX model by using a numerical algorithm for subspace state space system identification method. When the static memoryless nonlinear block of Hammerstein models is considered as the sum of some known functions, the ARMAX model of the linear part can be estimated as a multi-input single-output (MISO) system with the subspace identification method. The ARMAX model can be derived from the estimated state space model. The simulation results show that the proposed algorithm is effective.
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© 2010 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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