Refined instrumental variable methods for identification of Hammerstein continuous-time Box--Jenkins models

Vincent Laurain (1) , Marion Gilson (1) , Hugues Garnier (1) , Peter C. Young (2)

1 CRAN - Centre de Recherche en Automatique de Nancy
2 CRES - Centre for Research on Environmental Systems and Statistics

This article presents instrumental variable methods for direct continuous-time estimation of a Hammerstein model. The non-linear function is a sum of known basis functions and the linear part is a Box--Jenkins model. Although the presented algorithm is not statistically optimal, this paper further shows the performance of the presented algorithms and the advantages of continuous-time estimation on relevant simulations.

Mots clés: identification; nonlinear; continuous-time; Hammerstein; refined instrumental variable

Domaines: Automatique / Robotique

Vincent Laurain, Marion Gilson, Hugues Garnier, Peter C. Young. Refined instrumental variable methods for identification of Hammerstein continuous-time Box--Jenkins models. 47th IEEE Conference on Decision and Control, CDC'08, Dec 2008, Cancun, Mexico. pp.210-216. ⟨hal-00334463⟩