Bias-Correction Errors-in-Variables Hammerstein Model Identification

Abstract

In this paper, a bias-correction least-squares (LS) algorithm is proposed for identifying block- oriented errors-in-variables nonlinear Hammerstein (EIV- Hammerstein) systems. Because both the input and output of the EIV-Hammerstein system are observed with additive white noises, the estimation bias of traditional LS algorithm is introduced. The estimation bias is derived from a consistency point of view, which is a function about noise variances and monomial of noiseless system input–output measurements. A bias-estimation scheme based only on the available noisy measurements is then proposed for consistent identification of the monomial of noiseless system input–output measurements in a recursive form. In particular, a specific algorithm based on minimizing the output prediction error is