Convergence of the iterative Hammerstein system identification algorithm
Convergence of the iterative Hammerstein system identification algorithm
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DOI：
10.1109/tac.2004.837592
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发表时间：
2004-11-01
影响因子：
6.8
通讯作者：
Li, D
中科院分区：
文献类型：
--
作者：
Bai, EW;Li, D
Hammerstein系统迭代辨识算法的收敛问题长期以来一直是一个悬而未决的问题。本文对迭代算法进行了详细的研究，得到了迭代算法的各种收敛性质。结果表明，归一化迭代算法总体上是收敛的。此外，本文还证明了带I.I.D.的有限脉冲响应Hammerstein模型的一步收敛(两次最小二乘迭代)。投入。
The convergence of the iterative identification algorithm for the Hammerstein system has been an open problem for a long time. In this paper, a detailed study is carried out and various convergence properties of the iterative algorithm are derived. It is shown that the iterative algorithm with normalization is convergent in general. Moreover, it is shown that convergence takes place in one step (two least squares iterations) for finite-impulse response Hammerstein models with i.i.d. inputs.