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Refined Instrumental Variable Methods for Hammerstein Box-Jenkins Models
| Content Provider | Semantic Scholar |
|---|---|
| Author | Laurain, Vincent Gilson, Marion Garnier, Hugues |
| Copyright Year | 2012 |
| Abstract | This chapter presents an estimation method for Hammerstein models under colored added noise conditions. The proposed method is detailed for both continuous-time and discrete-time models and is based on the refined instrumental variable method. In order to use a regression form, the Hammerstein model is reformulated as an augmented multi-input-single-output linear time invariant model. The performance of the proposed methods are exposed through relevant Monte Carlo simulation examples. |
| Starting Page | 27 |
| Ending Page | 47 |
| Page Count | 21 |
| File Format | PDF HTM / HTML |
| DOI | 10.1007/978-0-85729-974-1_2 |
| Alternate Webpage(s) | https://www.springer.com/cda/content/document/cda_downloaddocument/9780857299734-c2.pdf?SGWID=0-0-45-1224837-p174133164 |
| Alternate Webpage(s) | http://w3.cran.univ-lorraine.fr/perso/hugues.garnier/Publis_hg/Laurain-et-al-Springer2012.pdf |
| Alternate Webpage(s) | https://doi.org/10.1007/978-0-85729-974-1_2 |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |