Hammerstein模型LS估计补偿辨识方法

Identifying Method of Hammerstein Model Based on Compensating LS Estimate

本文对Hammerstein模型提出了一种辨识算法。算法分为二步,第一步给出模型的最小二乘(LS)估计参数;第二步对LS估计参数进行补偿,由此得到模型参数的渐近无偏估计。最后,文中给出了数字仿真实例,且与广义最小二乘(GLS)估计作了比较。

In this paper, an identification algorithm for Hammerstein mod-el is proposed. This algorithm contains two steps, first, LS estimate is given. Sec-ondly, by compensating LS estimate, asymptotic unbiased estimate of Hammer-tein can be obtained. Examples of digital simulation are given and the resultsare compared with GLS estimate.