IEEE Transactions on Automatic Control, Vol.49, No.10, 1641-1649, 2004
Pathwise convergence of recursive identification algorithms for Hammerstein systems
This paper gives estimates for: 1) coefficients contained in the linear part of the Hammerstein system; 2) the value of the nonlinear function f(u) in the Hammerstein system at any u; 3) Ef (u(k)) and Eu(k)f(U-k) with u(k) denoting the system input. No assumption is made on structure of f (.). The estimates given by the stochastic approximation algorithms with expanding truncations are recursive and convergent to the true values with probability one. Two numerical examples are given.
Keywords:Hammerstein system;nonparametric nonlinearity;recursive estimate;stochastic approximation;strong consistency