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Hierarchical Least Squares Identification for Hammerstein Nonlinear Controlled Autoregressive Systems

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Abstract

This paper considers the parametric identification problems of a Hammerstein nonlinear system which consists of a static nonlinear block followed by a linear dynamic subsystem. A hierarchical least squares algorithm is developed by using the hierarchical identification principle, which decomposes a nonlinear system into several subsystems with smaller dimensions and fewer variables and estimates the parameters of each subsystem, respectively. The performance analysis indicates that the parameter estimates given by the proposed algorithm converge to their true values and the proposed algorithm requires higher computational efficiencies compared with the recursive least squares algorithm.

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Acknowledgments

This work was supported by the National Natural Science Foundation of China (No. 61273194), the Natural Science Foundation of Jiangsu Province (China, BK2012549) and the PAPD of Jiangsu Higher Education Institutions.

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Correspondence to Feng Ding.

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Chen, H., Ding, F. Hierarchical Least Squares Identification for Hammerstein Nonlinear Controlled Autoregressive Systems. Circuits Syst Signal Process 34, 61–75 (2015). https://doi.org/10.1007/s00034-014-9839-9

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  • DOI: https://doi.org/10.1007/s00034-014-9839-9

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