On-line wavelet estimation of Hammerstein system nonlinearity

  • Authors:
  • Przemysław Śliwiński

  • Affiliations:
  • Institute of Computer Engineering, Control and Robotics Wrocław University of Technology, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland

  • Venue:
  • International Journal of Applied Mathematics and Computer Science
  • Year:
  • 2010

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Abstract

A new algorithm for nonparametric wavelet estimation of Hammerstein system nonlinearity is proposed. The algorithm works in the on-line regime (viz., past measurements are not available) and offers a convenient uniform routine for nonlinearity estimation at an arbitrary point and at any moment of the identification process. The pointwise convergence of the estimate to locally bounded nonlinearities and the rate of this convergence are both established.