Mathematical and Computer Modelling 52 (2010) 309–317
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Mathematical and Computer Modelling
journal homepage: www.elsevier.com/locate/mcm
Auxiliary model based recursive generalized least squares parameter
estimation for Hammerstein OEAR systems
I
Dongqing Wang
a,∗
, Yanyun Chu
a
, Guowei Yang
a
, Feng Ding
b
a
College of Automation Engineering, Qingdao University, Qingdao 266071, PR China
b
School of Communication and Control Engineering, Jiangnan University, Wuxi 214122, PR China
a r t i c l e i n f o
Article history:
Received 16 August 2009
Received in revised form 27 February 2010
Accepted 1 March 2010
Keywords:
Recursive identification
Parameter estimation
Hammerstein models
Key-term separation principle
Nonlinear systems
Auxiliary model identification
a b s t r a c t
This paper deals with the parameter identification problem of Hammerstein output error
auto-regressive (OEAR) systems with different nonlinearities by combining the key-term
separation principle and the auxiliary model identification idea. The basic idea is, by using
the key-term separation principle, to present auxiliary model based recursive generalized
least squares algorithms in terms of the auxiliary model idea. The proposed algorithm can
obtain the system model parameter estimates and the noise model parameter estimates,
and can be extended to other nonlinear systems.
© 2010 Elsevier Ltd. All rights reserved.
1. Introduction
The Hammerstein system with the block structure oriented nonlinearity consists of a static nonlinear block followed by
a linear dynamic block [1–6]. The parameter estimation problems of such nonlinear systems have been widely studied in
system modelling, system identification, signal processing and filtering [3,4,7,8]. Vörös presented the key-term separation
principle based estimation algorithm for Hammerstein models with discontinuous and dead-zone nonlinearities [9,10].
In order to state the key-term separation principle in [9,10], we take the following compound functions as an example:
y(t) = g[a
1
, a
2
, . . . , a
n
, x(t), z],
x(t) = f [c
1
, c
1
, . . . , c
m
, u(t)],
where y(t) is the system output, u(t) is the system input, x(t) is the internal variable, g(∗) is a linear dynamical system with
(a
1
, . . . , a
n
) as its parameters, f (∗) is a static nonlinear function of u(t) with parameters (c
1
, . . . , c
m
) as its coefficients, z is
a unit forward shift operator: zx(t) = x(t + 1) and z
−1
x(t) = x(t − 1).
For some special function g(∗), which can be written as g[a
1
, . . . , a
n
, x(t), z] = x(t) + g
0
[a
1
, . . . , a
n
, x(t), z], we have
y(t) = x(t) + g
0
[a
1
, . . . , a
n
, x(t), z],
where x(t) in the above equation is called the key-term. Substituting x(t) = f [c
1
, . . . , c
m
, u(t)] into the separated key-term
x(t) (the first term on the right-hand side) and keeping the non-separated key-term g
0
[a
1
, . . . , a
n
, x(t), z] unchanged give
y(t) = f [c
1
, . . . , c
m
, u(t)] + g
0
[a
1
, . . . , a
n
, x(t), z].
I
This work was supported by the Shandong Province Colleges and Universities Outstanding Young Teachers in Domestic Visiting Scholars Project at the
Jiangnan University and by the National Natural Science Foundation of China (60973048).
∗
Corresponding address: College of Automation Engineering, Qingdao University (Jiangnan University), Qingdao 266071, PR China.
E-mail addresses: dqwang64@163.com (D. Wang), yanyun368@163.com (Y. Chu), ygw_ustb@163.com (G. Yang), fding@jiangnan.edu.cn (F. Ding).
0895-7177/$ – see front matter © 2010 Elsevier Ltd. All rights reserved.
doi:10.1016/j.mcm.2010.03.002