Semirecursive nonparametric algorithms for Hammerstein systems with stochastic autocorrelated input

Ly-Inn Chung, Tsair-Chuan Lin and Chun-Chao Wang

International Journal of Systems Science, 2022, vol. 53, issue 7, 1503-1515

Abstract: A Hammerstein system comprises a nonlinear static subsystem and a linear dynamic subsystem. Herein, semirecursive nonparametric estimators are proposed for the nonlinear static subsystem, and its asymptotic unbiasedness and consistency properties are demonstrated. The estimators are competitive in terms of computational cost and data storage capacity. The performance of the proposed algorithms was examined through both Monte Carlo simulation and application to empirical data.

Date: 2022
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DOI: 10.1080/00207721.2021.2010833

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