Spearman Correlation for Initial Estimation of Wiener-Hammerstein System

摘要

A block oriented structure of two linear filters sundered by a memoryless nonlinearity can be approximated to figure out poles and zeros. The true pole-zero configuration of individual linear dynamics holds the minimum MSE according to previous studies. This work proposes the Spearman correlation to identify the true configuration where the static nonlinearity is restricted to a monotonic function. It avoids estimation of the nonlinearity that results reduced number of linear regression solutions. Simulation study shows up to six times improvement of time requirements to achieve success probability one.