AN OPTIMAL 2-STAGE IDENTIFICATION ALGORITHM FOR HAMMERSTEIN-WIENER NONLINEAR-SYSTEMS

An optimal two-stage identification algorithm is presented for Hammers tein-Wiener systems where two static nonlinear elements surround a lin ear block. The proposed algorithm consists of two steps: The first one is the recursive least squares and the second one is the singular val ue decomposition of two matrices whose dimensions are fixed and do not increase as the number of the data point increases. Moreover, the alg orithm is shown to be convergent in the absence of noise and convergen t with probability one in the presence of white noise. (C) 1998 Elsevi er Science Ltd. All rights reserved.