Wiener-Hammerstein系统的递归辨识

Biqiang Mu, Han-Fu Chen
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引用次数: 18

摘要

本文讨论了由一个具有静态非线性f(·)的级联线性子系统和另一个具有内部和输出噪声的线性子系统组成的Wiener-Hammerstein系统的辨识问题。给出了线性子系统的系数和f(y)在任意固定y处的递归估计,并证明了所有估计收敛于真值的概率为1。最后给出了数值算例,验证了理论分析的正确性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Recursive identification for Wiener-Hammerstein system
The paper concerns identification of the Wiener-Hammerstein system consisting of a linear subsystem in cascade with a static nonlinearity f(·) followed by another linear subsystem with internal and output noises. Recursive estimates are given for coefficients of both linear subsystems and for the value f(y) at any fixed y. All estimates are proved to converge to the true values with probability one. A numerical example is given justifying the theoretical analysis.
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