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Nonparametric identification of Wiener systems by orthogonal series

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1 Author(s)
Greblicki, W. ; Inst. of Eng. Cybern., Tech. Univ. Wroclaw, Poland

A Wiener system, i.e., a system comprising a linear dynamic and a nonlinear memoryless subsystems connected in a cascade, is identified. Both the input signal and disturbance are random, white, and Gaussian. The unknown nonlinear characteristic is strictly monotonous and differentiable and, therefore, the problem of its recovering from input-output observations of the whole system is nonparametric. It is shown that the inverse of the characteristic is a regression function and a class of orthogonal series nonparametric estimates recovering the regression is proposed and analyzed. The estimates apply the trigonometric, Legendre, and Hermite orthogonal functions. Pointwise consistency of all the algorithms is shown. Under some additional smoothness restrictions, the rates of their convergence are examined and compared. An algorithm to identify the impulse response of the linear subsystem is proposed

Published in:

Automatic Control, IEEE Transactions on  (Volume:39 ,  Issue: 10 )

Date of Publication:

Oct 1994

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