Combined Parametric-Nonparametric Identification of Block-Oriented System
General Material Designation
[Book]
First Statement of Responsibility
/ by Grzegorz Mzyk
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Cham
Name of Publisher, Distributor, etc.
: Springer International Publishing :Imprint: Springer,
Date of Publication, Distribution, etc.
, 2014.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
XVI, 238 p. 68 illus., online resource.
SERIES
Series Title
(Lecture Notes in Control and Information Sciences,0170-8643
Volume Designation
; 454)
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
Electronic
CONTENTS NOTE
Text of Note
This book considers a problem of block-oriented nonlinear dynamic system identification in the presence of random disturbances. This class of systems includes various interconnections of linear dynamic blocks and static nonlinear elements, e.g., Hammerstein system, Wiener system, Wiener-Hammerstein ("sandwich") system and additive NARMAX systems with feedback. Interconnecting signals are not accessible for measurement. The combined parametric-nonparametric algorithms, proposed in the book, can be selected dependently on the prior knowledge of the system and signals. Most of them are based on the decomposition of the complex system identification task into simpler local sub-problems by using non-parametric (kernel or orthogonal) regression estimation. In the parametric stage, the generalized least squares or the instrumental variables technique is commonly applied to cope with correlated excitations. Limit properties of the algorithms have been shown analytically and illustrated in simple experiments.
Text of Note
Hammerstein system -- Wiener system -- Wiener-Hammerstein (sandwich) system -- Large-scale interconnected systems -- Structure detection and model order selection -- Time-varying systems -- Simulation studies -- Summary.?╗╣
SERIES
Title
Lecture Notes in Control and Information Sciences,0170-8643