Latin American applied research
versión impresa ISSN 0327-0793
In this paper, non iterative algorithms for the identification of (multivariable) Hammerstein and Wiener systems are presented. The proposed algorithms are numerically robust, since they are based only on least squares estimation and singular value decomposition. For the Hammerstein model, the algorithm provides consistent estimates even in the presence of coloured output noise, under weak assumptions on the persistency of excitation of the inputs. For the Wiener model, consistency of the estimates can only be guaranteed in the noise free case. Key in the derivation of the results is the use of rational orthonormal bases for the representation of the linear part of the systems.
Palabras llave : Hammerstein and Wiener Models; Nonlinear Identification; Singular Value Decomposition.