Automatica, Vol.49, No.9, 2744-2753, 2013
Recursive identification of errors-in-variables Wiener systems
This paper considers the recursive identification of errors-in-variables (EIV) Wiener systems composed of a linear dynamic system followed by a static nonlinearity. Both the system input and output are observed with additive noises being ARMA processes with unknown coefficients. By a stochastic approximation in-corporated with the deconvolution kernel functions, the recursive algorithms are proposed for estimating the coefficients of the linear subsystem and for the values of the nonlinear function. All the estimates are proved to converge to the true values with probability one. A simulation example is given to verify the theoretical analysis. (C) 2013 Elsevier Ltd. All rights reserved.
Keywords:Wiener systems;Errors-in-variables;Stochastic approximation;Recursive estimation;alpha-mixing;Strong consistency