System identification
Recursive prediction error identification using the nonlinear Wiener model
Automatica (Journal of IFAC) - Special section on fault detection, supervision and safety for technical processes
System identification (2nd ed.): theory for the user
System identification (2nd ed.): theory for the user
Harmonic signal modeling using adaptive nonlinear function estimation
ICASSP '96 Proceedings of the Acoustics, Speech, and Signal Processing, 1996. on Conference Proceedings., 1996 IEEE International Conference - Volume 05
Periodic signal analysis by maximum likelihood modeling of orbits of nonlinear ODEs
Automatica (Journal of IFAC)
Automatica (Journal of IFAC)
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Periodic signals can be estimated recursively by exploiting the fact that a sine wave passing through a static nonlinear function generates a spectrum of overtones. A real wave with unknown period in cascade with a piecewise linear function is thefefore used as a parameterization for the estimated signal model. In this paper the driving periodic wave can be chosen depending on any prior knowledge. A recursive Gauss-Newton prediction error identification algorithm for joint estimation of the driving frequency and the parameters of the nonlinear output function is introduced. Local convergence properties as well as the Cramér-Rao bound (CRB) are derived for the suggested algorithm.