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Asymptotic properties of Hammerstein model estimates
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
University of Newcastle, Australia.
2000 (English)In: Proceedings of the 39th IEEE Conference on Decision and Control, 2000Conference paper (Refereed)
Abstract [en]

This paper considers the estimation of Hammerstein models with input saturation. These models are characterised by a linear dynamical model acting on an input sequence which is affected by a hard saturation of unknown level. The main result of the paper lies in a specication of a set of sufficient conditions on the input sequence in order to ensure that a non-linear least-squares approach enjoys properties of consistency and asymptotic normality and furthermore, that an estimate of the parameter covariance matrix is also consistent. The set of assumptions is specied using the concept of near epoch dependence, which has been developed in the econometrics literature. Indeed, one purpose of this paper is to highlight the usefulness of this concept in the context of analysing estimation procedures for nonlinear dynamical systems.

Place, publisher, year, edition, pages
LiTH-ISY-R, ISSN 1400-3902 ; 2266
, Decision and Control, ISSN 0191-2216
Keyword [en]
Nonlinear system identification, Hammerstein models, Asymptotic properties
National Category
Engineering and Technology Control Engineering
URN: urn:nbn:se:liu:diva-90832DOI: 10.1109/CDC.2000.914242ISBN: 0-7803-6638-7OAI: diva2:616257
39th IEEE Conference on Decision and Control, Sydney, Australia, 12-15 December, 2000
Available from: 2013-04-15 Created: 2013-04-07 Last updated: 2016-10-18

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ReferencesLink to record
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