Semirecursive nonparametric algorithms for Hammerstein systems with stochastic autocorrelated input

DOI10.1080/00207721.2021.2010833zbMath1498.93102OpenAlexW4200436307MaRDI QIDQ5865454

Chun-Chao Wang, Lyinn Chung, Tsairchuan Lin

Publication date: 13 June 2022

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2021.2010833

zbMATH Keywords

consistencynonlinearityMonte Carlo simulationasymptotic unbiasednessARXsemirecursivetwo-stage optimisation

Mathematics Subject Classification ID

System identification (93B30) Nonlinear systems in control theory (93C10) Linear systems in control theory (93C05)

Uses Software

• ElemStatLearn

Cites Work

• Hierarchical multi-innovation stochastic gradient algorithm for Hammerstein nonlinear system modeling
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• Optimal bandwidth selection for semi-recursive kernel regression estimators
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• Nonparametric identification of a particular nonlinear time series system
• Hammerstein System Identification with Stochastic Approximation
• Decomposition strategy-based hierarchical least mean square algorithm for control systems from the impulse responses
• Recursive nonparametric regression estimation for independent functional data
• Combined Parametric–Nonparametric Identification of Hammerstein Systems
• Strong consistency of recursive identification for Hammerstein systems with discontinuous piecewise-linear memoryless block
• Generalized Kernel Regression Estimate for the Identification of Hammerstein Systems
• Recursive Nonparametric Estimation for Time Series