Decomposition Based Newton Iterative Identification Method for a Hammerstein Nonlinear FIR System with ARMA Noise

摘要

This paper derives a Newton iterative algorithm for identifying a Hammerstein nonlinear FIR system with ARMA noise (i.e., Hammerstein nonlinear controlled autoregressive moving average system). This method decomposes a Hammerstein nonlinear system into two subsystems using the hierarchical identification principle, estimating the parameters of the system directly without using the over-parameterization method. The simulation results show that the proposed algorithm is effective.