liu.seSearch for publications in DiVA
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Maximum Likelihood Estimation of Hammerstein Models
Linköping University, Department of Electrical Engineering.
2003 (English)Independent thesis Basic level (professional degree)Student thesisAlternative title
Maximum Likelihood-metoden för identifierig av Hammersteinmodeller (Swedish)
Abstract [en]

In this Master's thesis, Maximum Likelihood-based parametric identification methods for discrete-time SISO Hammerstein models from perturbed observations on both input and output, are investigated.

Hammerstein models, consisting of a static nonlinear block followed by a dynamic linear one, are widely applied to modeling nonlinear dynamic systems, i.e., dynamic systems having nonlinearity at its input.

Two identification methods are proposed. The first one assumes a Hammerstein model where the input signal is noise-free and the output signal is perturbed with colored noise. The second assumes, however, white noises added to the input and output of the nonlinearity and to the output of the whole considered Hammerstein model. Both methods operate directly in the time domain and their properties are illustrated by a number of simulated examples. It should be observed that attention is focused on derivation, numerical calculation, and simulation corresponding to the first identification method mentioned above.

Place, publisher, year, edition, pages
Institutionen för systemteknik , 2003. , 70 p.
Series
LiTH-ISY-Ex, 3413
Keyword [en]
Datorteknik, Hammerstein models, nonlinear dynamic systems, system identification, Maximum Likelihood, parametric identification methods.
Keyword [sv]
Datorteknik
National Category
Computer Engineering
Identifiers
URN: urn:nbn:se:liu:diva-2061OAI: oai:DiVA.org:liu-2061DiVA: diva2:19390
Uppsok
teknik
Available from: 2003-11-25 Created: 2003-11-25

Open Access in DiVA

fulltext(772 kB)844 downloads
File information
File name FULLTEXT01.pdfFile size 772 kBChecksum MD5
f344f5ac54435f891e5c1f04e9f5cc833a9deee28a88f1f0544e8a99fe822065d7f4e660
Type fulltextMimetype application/pdf

By organisation
Department of Electrical Engineering
Computer Engineering

Search outside of DiVA

GoogleGoogle Scholar
Total: 844 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

urn-nbn

Altmetric score

urn-nbn
Total: 421 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf