TY  - BOOK
AU  - Mzyk,Grzegorz
TI  - Combined Parametric-Nonparametric Identification of Block-Oriented Systems 
T2  - Lecture Notes in Control and Information Sciences,
SN  - 9783319035963
AV  - TJ212-225 
PY  - 2014///
CY  - Cham
PB  - Springer International Publishing, Imprint: Springer
KW  - System theory
KW  - Statistical physics
KW  - Control engineering
KW  - Engineering
KW  - Control
KW  - Nonlinear Dynamics
N1  - Hammerstein system -- Wiener system -- Wiener-Hammerstein (sandwich) system -- Large-scale interconnected systems -- Structure detection and model order selection -- Time-varying systems -- Simulation studies -- Summary
N2  - This book considers a problem of block-oriented nonlinear dynamic system identification in the presence of random disturbances. This class of systems includes various interconnections of linear dynamic blocks and static nonlinear elements, e.g., Hammerstein system, Wiener system, Wiener-Hammerstein ("sandwich") system and additive NARMAX systems with feedback. Interconnecting signals are not accessible for measurement. The combined parametric-nonparametric algorithms, proposed in the book, can be selected dependently on the prior knowledge of the system and signals. Most of them are based on the decomposition of the complex system identification task into simpler local sub-problems by using non-parametric (kernel or orthogonal) regression estimation. In the parametric stage, the generalized least squares or the instrumental variables technique is commonly applied to cope with correlated excitations. Limit properties of the algorithms have been shown analytically and illustrated in simple experiments
UR  - http://dx.doi.org/10.1007/978-3-319-03596-3
ER  -