Strong consistence of recursive identification for Wiener systems

  • Authors:
  • Xiao-Li Hu;Han-Fu Chen

  • Affiliations:
  • Key Laboratory of Systems and Control, Institute of Systems Science, AMSS Chinese Academy of Sciences, Beijing 100080, PR China and Graduate School of the Chinese Academy of Sciences, Beijing 1000 ...;Key Laboratory of Systems and Control, Institute of Systems Science, AMSS Chinese Academy of Sciences, Beijing 100080, PR China

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 2005

Quantified Score

Hi-index 22.15

Visualization

Abstract

The paper concerns identification of the Wiener system consisting of a linear subsystem followed by a static nonlinearity f(.) with no invertibility and structure assumption. Recursive estimates are given for coefficients of the linear subsystem and for the value f(v) at any fixed v. The main contribution of the paper consists in establishing convergence with probability one of the proposed algorithms to the true values. This probably is the first strong consistency result for this kind of Wiener systems. A numerical example is given, which justifies the theoretical analysis.