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Elsevier, Automatica, 1(49), p. 70-81, 2013

DOI: 10.1016/j.automatica.2012.09.018

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Identification of Hammerstein-Wiener models

Journal article published in 2013 by Adrian Wills, Thomas B. Schön ORCID, Lennart Ljung ORCID, Brett Ninness
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This paper is available in a repository.

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Abstract

This paper develops and illustrates a new maximum-likelihood based method for the identification of Hammerstein–Wiener model structures. A central aspect is that a very general situation is considered wherein multivariable data, non-invertible Hammerstein and Wiener nonlinearities, and coloured stochastic disturbances both before and after the Wiener nonlinearity are all catered for. The method developed here addresses the blind Wiener estimation problem as a special case.