Inconsistency of an Approximate Prediction Error Method for Wiener Model Identification
2000 (English)Report (Other academic)
A Wiener model consists of a linear dynamic block followed by with a nonlinear static block. When identifying the parameters of such a system, the Prediction Error Method (PEM) can be used. Depending on how noise enters the system, the predictor can be difficult to express, and an approximate predictor may be interesting. The estimate obtained from using this approximate predictor is however not always consistent. In this report we investigate this inconsistency.
Place, publisher, year, edition, pages
Linköping, 2000. , 7 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2275
System identification, Wiener models, Nonlinear model, Inconsistent estimate, Bias, Prediction error method
IdentifiersURN: urn:nbn:se:liu:diva-55750ISRN: LiTH-ISY-R-2275OAI: oai:DiVA.org:liu-55750DiVA: diva2:316588