Brief paper: Revisiting Hammerstein system identification through the Two-Stage Algorithm for bilinear parameter estimation

Authors:
Jiandong Wang;Qinghua Zhang;Lennart Ljung
Affiliations:
College of Engineering, Peking University, Beijing 100871, China;INRIA, Campus de Beaulieu, 35042 Rennes Cedex, France;Dept. of Electrical Engineering, SE-581 83, Linköping University, Sweden
Venue:
Automatica (Journal of IFAC)
Year:
2009

Citing 4
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Abstract

The Two-Stage Algorithm (TSA) has been extensively used and adapted for the identification of Hammerstein systems. It is essentially based on a particular formulation of Hammerstein systems in the form of bilinearly parameterized linear regressions. This paper has been motivated by a somewhat contradictory fact: though the optimality of the TSA has been established by Bai in 1998 only in the case of some special weighting matrices, the unweighted TSA is usually used in practice. It is shown in this paper that the unweighted TSA indeed gives the optimal solution of the weighted nonlinear least squares problem formulated with a particular weighting matrix. This provides a theoretical justification of the unweighted TSA, and also leads to a generalization of the obtained result to the case of colored noise with noise whitening. Numerical examples of identification of Hammerstein systems are presented to validate the theoretical analysis.