Identification Scheme for Hammerstein Output Error Models With Bounded Noise

摘要

This technical note presents a method for the identification of Hammerstein Output Error (HOE) models corrupted by bounded noise. The method is based on an iterative scheme using two Optimal Bounding Ellipsoid (OBE) type algorithms. The proposed approach allows the joint estimation of the linear part and of the nonlinear part with a low computational burden. A numerical example is given so as to show the efficiency of the method.