Identification of Wiener Models by Separable Least-Squares
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- Ase Hajime
- IT Solution Planning Department, JFE Systems
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- Katayama Tohru
- Faculty of Culture and Information Science, Doshisha University
Description
This paper is concerned with the identification of a discrete-time Wiener model, composed of a linear time-invariant (LTI) system and a static nonlinearity. Introducing a set of basis functions for the nonlinearity, we employ an output error criterion for the Wiener model identification. We apply the separable least-squares method to develop a two-stage method that identifies the LTI system using the data driven local coordinate (DDLC) and estimates coefficients of the nonlinearity by a simple substitution. Two examples are included.
Journal
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- Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
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Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications 2009 (0), 18-23, 2009-05-05
The ISCIE Symposium on Stochastic Systems Theory and Its Applications
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Keywords
Details 詳細情報について
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- CRID
- 1390845712964970496
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- NII Article ID
- 130007377341
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- ISSN
- 21884749
- 21884730
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- Text Lang
- en
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- Data Source
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- JaLC
- Crossref
- CiNii Articles
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- Abstract License Flag
- Disallowed