Identification of a linear system observed through zero-memory non-linearity

1 January 1987

journal article
research article
Published by Taylor & Francis in International Journal of Systems Science

Vol. 18 (9) , 1595-1607
https://doi.org/10.1080/00207728708967138

Abstract

The paper deals with the identification problem for the Wiener-type system, where the memoryless output non-linearity is known but is not necessarily one-to-one or even monotonic. First, the deterministic identifiability test for the linear dynamic segment is derived assuming that the respective segment outputs are accessible for direct measurements. Next, using the results by Masry and Cambanis (1980), a least-squares type parameter estimation algorithm for linear dynamics is proposed for the case where only the noise-corrupted outputs of the overall non-linear tandem can be gained. A convergence with probability one is shown of the parameter estimate to the true value of the system parameter vector and some computational aspects of the proposed algorithm are discussed.

Keywords

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