In this paper, we address a novel approach to identify a nonlinear dynamic system for a Hammerstein model. The Hammerstein model is composed of a nonlinear static block in series with a linear dynamic system block. The aim of system identification here is to provide the optimal mathematical model of both nonlinear static and linear dynamic system blocks in some appropriate sense. In this paper,...

In this paper, we propose a novel algorithm for the identification of Hammerstein systems. Adopting a Bayesian approach, we model the impulse response of the unknown linear dynamic system as a realization of a zero-mean Gaussian process. The covariance matrix (or kernel) of this process is given by the recently introduced stable-spline kernel, which encodes information on the stability and regu...

Of the many model structures that can represent a nonlinear process effectively, the Hammerstein model is one such model which has attracted a lot of attention. This paper considers a real industrial problem of modelling a nonlinear multivariable steam generating plant using the methods of system identification. The work uses Hammerstein model to model the plant from sampled data collected at A...

A nonlinear Hammerstein model is proposed for coding speech signals. Using Tsay’s nonlinearity test, we first show that the great majority of speech frames contain nonlinearities (over 80% in our test data) when using 20-millisecond speech frames. Frame length correlates with the level of nonlinearity: the longer the frames the higher the percentage of nonlinear frames. Motivated by this result...

The Two-Stage Algorithm (TSA) has been extensively used and adapted for the identi cation of Hammerstein systems. It essentially deals with the parameter estimation problem for a linear regression parameterized in a bilinear form. This paper is motivated by a somewhat contradictory fact: though the optimality of the TSA has been established only in the case of some special weighting matrices, t...

Convergence criterion of the inexact methods is established for operators with hölder continuous first derivatives. An application to a special nonlinear Hammerstein integral equation of the second kind is provided.

We investigate local convergence of an SQP method for non-linear optimal control of weakly singular Hammerstein integral equations. Suucient conditions for local quadratic convergence of the method based are discussed.