International Journal of applied mathematics and computer science

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Paper details

Number 3 - September 2013
Volume 23 - 2013

A simple scheme for semi-recursive identification of Hammerstein system nonlinearity by Haar wavelets

Przemysław Śliwiński, Zygmunt Hasiewicz, Paweł Wachel

A simple semi-recursive routine for nonlinearity recovery in Hammerstein systems is proposed. The identification scheme is based on the Haar wavelet kernel and possesses a simple and compact form. The convergence of the algorithm is established and the asymptotic rate of convergence (independent of the input density smoothness) is shown for piecewise-Lipschitz nonlinearities. The numerical stability of the algorithm is verified. Simulation experiments for a small and moderate number of input-output data are presented and discussed to illustrate the applicability of the routine.

Hammerstein system, non-parametric recursive identification, Haar orthogonal expansion, convergence analysis, numerical stability