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

Direct link
Optimality Analysis of the Two-Stage Algorithm Hammerstein System Identification
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Institut de Recherche en Informatique et Systèmes Aléatoires, France.
Peking University, China.
2009 (English)In: Proceedings of the 15th IFAC Symposium on System Identification, 2009, 320-325 p.Conference paper (Refereed)
Abstract [en]

The Two-Stage Algorithm (TSA) has been extensively used and adapted for the identification of Hammerstein systems. It is essentially based on a particular formulation of Hammerstein systems in the form of bilinearly parameterized linear regressions. This paper has been motivated by a somewhat contradictory fact: though the optimality of the TSA has been established by Bai in 1998 only in the case of some special weighting matrices, the unweighted TSA is usually used in practice. It is shown in this paper that the unweighted TSA indeed gives the optimal solution of the weighted nonlinear least-squares problem formulated with a particular weighting matrix. This provides a theoretical justification of the unweighted TSA, and leads to a generalization of the obtained result to the case of colored noise with noise whitening. Numerical examples of identification of Hammerstein systems are presented to validate the theoretical analysis.

Place, publisher, year, edition, pages
2009. 320-325 p.
Keyword [en]
Nonlinear system identification
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-89071DOI: 10.3182/20090706-3-FR-2004.00052ISBN: 978-3-902661-47-0OAI: diva2:606629
15th IFAC Symposium on System Identification, Saint-Malo, France, July, 2009
Available from: 2013-02-20 Created: 2013-02-19 Last updated: 2013-09-15

Open Access in DiVA

No full text

Other links

Publisher's full textRelated report

Search in DiVA

By author/editor
Ljung, Lennart
By organisation
Automatic ControlThe Institute of Technology
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar
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

Altmetric score

Total: 14 hits
ReferencesLink to record
Permanent link

Direct link