Instrumental variables approach to identification of a class of MIMO Wiener systems.

Andrzej Janczak

Abstract??A new approach to identification of multi-input multi-output (MIMO) Wiener systems using the instrumental variables method is presented. It is assumed that static nonlinear elements are invertible and their inverse characteristics can be expressed or approximated by polynomials of known orders. It is also assumed that the linear part of the Wiener system can be represented by a matrix polynomial form. Based on these assumptions, the Wiener system is transformed introducing a new parameterization and its parameters are estimated using a linear-in-parameters model. To solve the problem of non-consistency of least squares parameter estimates, an instrumental variables method is employed. A numerical example is included to show the effectiveness and the practical feasibility of the presented approach.

ESTIMATION theory; STATISTICAL correlation; BASES (Linear topological spaces); INSTRUMENTAL variables (Statistics)

Nonlinear Dynamics, 2007, Vol 48, Issue 3, p275

0924-090X

Academic Journal

10.1007/s11071-006-9088-y