Pathwise convergence of recursive identification algorithms for Hammerstein systems

@article{Chen2004PathwiseCO,
  title={Pathwise convergence of recursive identification algorithms for Hammerstein systems},
  author={Han-Fu Chen},
  journal={IEEE Transactions on Automatic Control},
  year={2004},
  volume={49},
  pages={1641-1649}
}
This paper gives estimates for: 1) coefficients contained in the linear part of the Hammerstein system; 2) the value of the nonlinear function f(u) in the Hammerstein system at any u; 3) Ef(u/sub k/) and Eu/sub k/f(u/sub k/) with u/sub k/ denoting the system input. No assumption is made on structure of f(/spl middot/). The estimates given by the stochastic approximation algorithms with expanding truncations are recursive and convergent to the true values with probability one. Two numerical… CONTINUE READING

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