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dc.contributor.authorCelka, Patrick
dc.contributor.editorAlle-Jan van der Veen
dc.date.accessioned2006-06-26
dc.date.accessioned2014-04-24T02:14:43Z
dc.date.accessioned2017-03-02T01:11:06Z
dc.date.available2017-03-02T01:11:06Z
dc.date.issued2001
dc.date.modified2014-04-24T02:14:43Z
dc.identifier.issn1053-587X
dc.identifier.doi10.1109/78.917809
dc.identifier.urihttp://hdl.handle.net/10072/58838
dc.description.abstractThis paper investigates the statistical behavior of a sequential adaptive gradient search algorithm for identifying an unknown Wiener-Hammerstein (1958) system (WHS) with Gaussian inputs. The WHS nonlinearity is assumed to be expandable in a series of orthogonal Hermite polynomials. The sequential procedure uses (1) a gradient search for the unknown coefficients of the Hermite polynomials, (2) an LMS adaptive filter to partially identify the input and output linear filters of the WHS, and (3) the higher order terms in the Hermite expansion to identify each of the linear filters. The third step requires the iterative solution of a set of coupled nonlinear equations in the linear filter coefficients. An alternative scheme is presented if the two filters are known a priori to be exponentially shaped. The mean behavior of the various gradient recursions are analyzed using small step-size approximations (slow learning) and yield very good agreement with Monte Carlo simulations. Several examples demonstrate that the scheme provides good estimates of the WHS parameters for the cases studied.
dc.description.peerreviewedYes
dc.description.publicationstatusYes
dc.publisherIEEE
dc.publisher.placeNew York
dc.relation.ispartofpagefrom1820
dc.relation.ispartofpageto1825
dc.relation.ispartofjournalIEEE Transaction on Signal Processing
dc.relation.ispartofvolume49
dc.subject.fieldofresearchPRE2009-Signal Processing
dc.subject.fieldofresearchcode280204
dc.titleAnalysis of stochastic gradient identification of Wiener-Hammerstein systems for nonlinearities with Hermite polynomial expansions
dc.typeJournal article
dc.type.descriptionC1 - Articles
dc.type.codec1x
gro.facultyFaculty of Engineering and Information Technology
gro.date.issued2001
gro.hasfulltextNo Full Text
gro.griffith.authorCelka, Patrick


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