Finite model order accuracy in Hammerstein model estimation

Quantifying the accuracy of Hammerstein model estimation

Abstract This paper investigates the accuracy of the linear component that forms part of an overall Hammerstein model-structure estimate, and a key finding is that the process of estimating the non-linear element can have a strong effect on the associated estimate of the linear dynamics. Furthermore, this effect is not explained simply by way of considering how the input spectrum is changed by ...

Conditional model order estimation

A new approach to model order selection is proposed. Based on the theory of sufficient statistics, the method does not require any prior knowledge of the model parameters. It is able to discriminate between models by basing the decision on the part of the data that is independent of the model parameters. This is accomplished conceptually by transforming the data into a sufficient statistic and ...

Estimation of an N-L-N Hammerstein-Wiener model

Estimation of a single-input single-output block-oriented model is studied. The model consists of a linear block embedded between two static nonlinear gains. Hence it is called N-L-N Hammerstein-Wiener model. First the model structure is motivated and the disturbance model is discussed. The paper then concentrates on parameter estimation. A relaxation iteration scheme is proposed by making use ...

Parameter estimation of the fractional-order Hammerstein–Wiener model using simplified refined instrumental variable fractional-order continuous time

This study proposes a direct parameter estimation approach from observed input–output data of a stochastic singleinput–single-output fractional-order continuous-time Hammerstein–Wiener model by extending a well known iterative simplified refined instrumental variable method. The method is an extension of the simplified refined instrumental variable method developed for the linear fractional-ord...

Order Estimation and Model Selection