Convergence of the iterative algorithm for a general Hammerstein system identification. (English) Zbl 1218.93105
Summary: The convergence of the iterative identification algorithm for a general Hammerstein system has been an open problem for a long time. In this paper, it is shown that the convergence can be achieved by incorporating a regularization procedure on the nonlinearity in addition to a normalization step on the parameters.
MSC:
| 93E12 | Identification in stochastic control theory |
| 93C10 | Nonlinear systems in control theory |
| 93E25 | Computational methods in stochastic control (MSC2010) |
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