Optimal input design for set-membership identification of Hammerstein models

Computational burden reduction in Set-membership Hammerstein system identification

Hammerstein system identification from measurements affected by bounded noise is considered in the paper. First, we show that the computation of tight parameter bounds requires the solution to nonconvex optimization problems where the number of decision variables increases with the length of the experimental data sequence. Then, in order to reduce the computational burden of the identification ...

Asymptotic Properties of Identification of Hammerstein Models with Input Saturation

Error Bounds for Fir Models in Conditional Set-membership Identification

The present paper deals with the problem of reduced complexity model estimation in the framework of conditional set-membership identification. The measurement noise is assumed to be unknown but bounded, while the estimated model quality is evaluated according to a worst-case criterion. Since optimal conditional estimators are generally hard to compute, projection estimators are often used in vi...

Computational complexity analysis of set membership identification of Hammerstein and Wiener systems

This paper analyzes the computational complexity of set membership identification of Hammerstein and Wiener systems. Its main results show that, even in cases where a portion of the plant is known, the problems are generically NP-hard both in the number of experimental data points and in the number of inputs (Wiener) or outputs (Hammerstein) of the nonlinearity. These results provide new insigh...

Identification of Hammerstein-Wiener models

This paper develops and illustrates a new maximum-likelihood based method for the identification of Hammerstein–Wiener model structures. A central aspect is that a very general situation is considered wherein multivariable data, non-invertible Hammerstein and Wiener nonlinearities, and coloured stochastic disturbances both before and after the Wiener nonlinearity are all catered for. The method...