Refined instrumental variable methods for Hammerstein Box-Jenkins models
Résumé
This chapter presents an estimation method for Hammerstein models under colored added noise conditions. The proposed method is detailed for both continuous-time and discrete-time models and is based on the refined instrumental variable method. In order to use a regression form, the Hammerstein model is reformulated as an augmented multi-input-single-output linear time invariant model. The performance of the proposed methods are exposed through relevant Monte Carlo simulation examples.