Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
第48回ISCIE「確率システム理論と応用」国際シンポジウム(2016年11月, 福岡)
Identification of Hammerstein-Wiener Systems using Subspace Method and Separable Least-Squares
Hajime AseTohru Katayama
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ジャーナル フリー

2017 年 2017 巻 p. 40-47

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抄録
We deal with identification of Hammerstein-Wiener systems, or NLN systems, in which a linear subsystem is sandwiched by two nonlinearities. First we identify an approximate linear state space model of the NLN system by using the ORT (orthogonal projection) subspace method or PO-MOESP method. Then, initialized by the estimated state space model, we optimize the output error (OE) model, which is derived based on the basis functions expansion of nonlinearities, by using a gradient-based optimization method. Numerical results are included to show the applicability of the present approach.
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© 2017 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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