Identification of several classes of stochastic nonlinear systems, i.e., the Wiener system, the Hammerstein system and the nonlinear ARX system, is considered. First, existing recursive and nonrecursive algorithms for identifying these systems are briefly summarized. Then, a unified framework to recursively identify these systems is introduced. Based on the Markov chains and mixing properties connected with these systems, the identification is transformed into root searching problems. Finally, identification algorithms based on stochastic approximation with expanding truncations are introduced
and strong consistency of estimates is established. The theoretical results are verified by simulation examples.
CHEN Han-Fu
, ZHAO Wen-Xiao. , {{custom_author.name_en}}.
IDENTIFICATION OF SEVERAL CLASSES OF STOCHASTIC NONLINEAR SYSTEMS. Journal of Systems Science and Mathematical Sciences, 2011, 31(9): 1019-1044 https://doi.org/10.12341/jssms11686