On the Identification of Wiener Systems Having Saturation‐like Functions with Positive Slopes

Article type: Research Article

Authors: Pupeikis, Rimantas

Affiliations: Institute of Mathematics and Informatics & Gediminas Technical University, Akademijos 4, 08663 Vilnius, Lithuania, e‐mail: [email protected]

Abstract: The aim of the given paper is the development of an approach for parametric identification of Wiener systems with piecewise linear nonlinearities, i.e., when the linear part with unknown parameters is followed by a saturation‐like function with unknown slopes. It is shown here that by a simple data reordering and by a following data partition the problem of identification of a nonlinear Wiener system could be reduced to a linear parametric estimation problem. Afterwards, estimates of the unknown parameters of linear regression models are calculated by processing respective particles of input‐output data. A technique based on ordinary least squares (LS) is proposed here for the estimation of parameters of linear and nonlinear parts of the Wiener system, including the unknown threshold of piecewise nonlinearity, too. The results of numerical simulation and identification obtained by processing observations of input‐output signals of a discrete‐time Wiener system with a piecewise nonlinearity by computer are given.

Keywords: nonlinear systems, system identification, Wiener systems, parameter estimation

Journal: Informatica, vol. 16, no. 1, pp. 131-144, 2005