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Chapitre D'ouvrage Année : 2012

Refined instrumental variable methods for Hammerstein Box-Jenkins models

Marion Gilson
Hugues Garnier
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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.
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Dates et versions

hal-00603628 , version 1 (26-06-2011)

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  • HAL Id : hal-00603628 , version 1

Citer

Vincent Laurain, Marion Gilson, Hugues Garnier. Refined instrumental variable methods for Hammerstein Box-Jenkins models. L. Wang, H. Garnier. System Identification, Environmetric Modelling and Control System Design, Springer Verlag, pp.27-46, 2012. ⟨hal-00603628⟩
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