Skip to main content

NARX Identification of Hammerstein Systems Using Least-Squares Support Vector Machines

  • Chapter
Block-oriented Nonlinear System Identification

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 404))

Abstract

This chapter describes a method for the identification of a SISO and MIMO Hammerstein systems based on Least Squares Support Vector Machines (LS-SVMs). The aim of this chapter is to give a practical account of the works [14] and [15], adding to this material new insights published since. The identification method presented in this chapter gives estimates for the parameters governing the linear dynamic block represented as an ARX model, as well as for the unknown static nonlinear function.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Bai, E.W.: An optimal two-stage identification algorithm for Hammerstein-Wiener nonlinear systems. Automatica 4(3), 333–338 (1998)

    Article  Google Scholar 

  2. Bai, E.W.: A blind approach to Hammerstein model identification. IEEE Transactions on Signal Processing 50(7), 1610–1619 (2002)

    Article  Google Scholar 

  3. Bako, L., Mercère, G., Lecoeuche, S., Lovera, M.: Recursive subspace identification of Hammerstein models based on least squares support vector machines. IET Control Theory & Applications 3, 1209–1216 (2009)

    Article  MathSciNet  Google Scholar 

  4. Chang, F.H.I., Luus, R.: A noniterative method for identification using the Hammerstein model. IEEE Transactions on Automatic Control 16, 464–468 (1971)

    Article  Google Scholar 

  5. Crama, P.: Identification of block-oriented nonlinear models. PhD thesis, Vrije Universiteit Brussel, Dept. ELEC (2004)

    Google Scholar 

  6. Crama, P., Schoukens, J.: Hammerstein-Wiener system estimator initialization. In: Proc. of the International Conference on Noise and Vibration Engineering (ISMA 2002), Leuven, pp. 1169–1176 (2002)

    Google Scholar 

  7. Crama, P., Schoukens, J.: Initial estimates of Wiener and Hammerstein systems using multisine excitation. IEEE Transactions on Measurement and Instrumentation 50(6), 1791–1795 (2001)

    Article  Google Scholar 

  8. De Brabanter, K., Dreesen, P., Karsmakers, P., Pelckmans, K., De Brabanter, J., Suykens, J.A.K., De Moor, B.: Fixed-Size LS-SVM Applied to the Wiener–Hammerstein Benchmark. In: Proceedings of the 15th IFAC Symposium on System Identification (SYSID 2009), Saint-Malo, France, pp. 826–831 (2009)

    Google Scholar 

  9. Dempsey, E.J., Westwick, D.T.: Identification of Hammerstein models with cubic spline nonlinearities. IEEE Transactions on Biomedical Engineering 51, 237–245 (2004)

    Article  Google Scholar 

  10. Falck, T., Pelckmans, K., Suykens, J.A.K., De Moor, B.: Identification of Wiener–Hammerstein Systems using LS-SVMs. In: Proceedings of the 15th IFAC Symposium on System Identification (SYSID 2009), Saint-Malo, France, pp. 820–825 (2009)

    Google Scholar 

  11. Goethals, I., Hoegaerts, L., Suykens, J.A.K., Verdult, V., De Moor, B.: Hammerstein-Wiener subspace identification using kernel Canonical Correlation Analysis. Technical Report 05-30, ESAT-SISTA, K.U.Leuven, Leuven Belgium (2005), http://ftp.esat.kuleuven.ac.be/pub/SISTA/goethals/goethals_hammer_wiener.ps

  12. Goethals, I., Mevel, L., Benveniste, A., De Moor, B.: Recursive output-only subspace identification for in-flight flutter monitoring. In: Proceedings of the 22nd International Modal Analysis Conference (IMAC-XXII), Dearborn, Michigan (2004)

    Google Scholar 

  13. Goethals, I., Pelckmans, K., Hoegaerts, L., Suykens, J.A.K., De Moor, B.: Subspace intersection identification of Hammerstein-Wiener systems. In: Proceedings of the 44th IEEE conference on Decision and Control, and the European Control Conference (CDC-ECC 2005), Seville, Spain, pp. 7108–7113 (2005)

    Google Scholar 

  14. Goethals, I., Pelckmans, K., Suykens, J.A.K., De Moor, B.: Identification of MIMO Hammerstein models using least squares support vector machines. Automatica 41(7), 1263–1272 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  15. Goethals, I., Pelckmans, K., Suykens, J.A.K., De Moor, B.: Subspace identification of Hammerstein systems using least squares support vector machines. IEEE Transactions on Automatic Control, Special Issue on System Identification 50(10), 1509–1519 (2005)

    Google Scholar 

  16. Golub, G.H., Van Loan, C.F.: Matrix Computations. John Hopkins University Press, Baltimore (1989)

    MATH  Google Scholar 

  17. Greblicki, W., Pawlak, M.: Identification of discrete Hammerstein systems using kernel regression estimates. IEEE Transactions on Automatic Control 31, 74–77 (1986)

    Article  MATH  Google Scholar 

  18. Hastie, T., Tibshirani, R., Friedman, J.: The Elements of Statistical Learning: Data Mining, Inference, and Prediction. Springer, Heidelberg (2001)

    MATH  Google Scholar 

  19. Janczak, A.: Neural network approach for identification of Hammerstein systems. International Journal of Control 76(17), 1749–1766 (2003)

    Article  MATH  MathSciNet  Google Scholar 

  20. Kulcsar, B., Van Wingerden, J.W., Dong, J., Verhaegen, M.: Closed-loop Subspace Predictive Control for Hammerstein systems. In: Proceedings of the 48th IEEE Conference on Decision and Control held jointly with the 28th Chinese Control Conference (CDC 2009/CCC 2009), Shanghai, China, pp. 2604–2609 (2009)

    Google Scholar 

  21. Lovera, M., Gustafsson, T., Verhaegen, M.: Recursive subspace identification of linear and non-linear wiener state space models. Automatica 36, 1639–1650 (1998)

    Article  MathSciNet  Google Scholar 

  22. McKelvey, T., Hanner, C.: On identification of Hammerstein systems using excitation with a finite number of levels. In: Proceedings of the 13th International Symposium on System Identification (SYSID 2003), pp. 57–60 (2003)

    Google Scholar 

  23. Mercère, G., Lecoeuche, S., Lovera, M.: Recursive subspace identification based on instrumental variable unconstrained quadratic optimization. Adaptive Control and Signal Processing, Special issue on Subspace-based identification in adaptive control and signal processing 18, 771–797 (2004)

    MATH  Google Scholar 

  24. Narendra, K.S., Gallman, P.G.: An iterative method for the identification of nonlinear systems using the Hammerstein model. IEEE Transactions on Automatic Control 11, 546–550 (1966)

    Article  Google Scholar 

  25. Pawlak, M.: On the series expansion approach to the identification of Hammerstein systems. IEEE Transactions on Automatic Control 36, 736–767 (1991)

    Article  MathSciNet  Google Scholar 

  26. Pelckmans, K., Goethals, I., De Brabanter, J., Suykens, J.A.K., De Moor, B.: Componentwise least squares support vector machines. In: Wang, L. (ed.) Support Vector Machines: Theory and Applications, pp. 77–98. Springer, Heidelberg (2005)

    Google Scholar 

  27. Schölkopf, B., Smola, A.: Learning with Kernels. MIT Press, Cambridge (2002)

    Google Scholar 

  28. Sjöberg, J., Zhang, Q., Ljung, L., Benveniste, A., Delyon, B., Glorennec, P., Hjalmarsson, H., Juditsky, A.: Nonlinear black-box modeling in system identification: a unified overview. Automatica 31(12), 1691–1724 (1995)

    Article  MATH  MathSciNet  Google Scholar 

  29. Stoica, P., Söderström, T.: Instrumental-Variable Methods for Identification of Hammerstein Systems. International Journal of Control 35(3), 459–476 (1982)

    Article  MATH  MathSciNet  Google Scholar 

  30. Suykens, J.A.K., Van Gestel, T., De Brabanter, J., De Moor, B., Vandewalle, J.: Least Squares Support Vector Machines. World Scientific, Singapore (2002)

    Book  MATH  Google Scholar 

  31. Van Overschee, P., De Moor, B.: Subspace Identification for Linear Systems: Theory, Implementation, Applications. Kluwer Academic Publishers, Dordrecht (1996)

    MATH  Google Scholar 

  32. Van Pelt, T.H., Bernstein, D.S.: Nonlinear system identification using Hammerstein and nonlinear feedback models with piecewise linear static maps - part I: Theory. In: Proceedings of the American Control Conference (ACC 2000), pp. 225–229 (2000)

    Google Scholar 

  33. Vapnik, V.N.: Statistical Learning Theory. Wiley & Sons, Chichester (1998)

    MATH  Google Scholar 

  34. Verdult, V., Suykens, J.A.K., Boets, J., Goethals, I., De Moor, B.: Least squares support vector machines for kernel CCA in nonlinear state-space identification. In: Proceedings of the 16th international symposium on Mathematical Theory of Networks and Systems (MTNS 2004), Leuven, Belgium (2004)

    Google Scholar 

  35. Verhaegen, M., Westwick, D.: Identifying MIMO Hammerstein systems in the context of subspace model identification methods. International Journal of Control 63, 331–349 (1996)

    Article  MATH  MathSciNet  Google Scholar 

  36. Wahba, G.: Spline models for Observational data. SIAM, Philadelphia (1990)

    MATH  Google Scholar 

  37. Westwick, D., Verhaegen, M.: Identifying MIMO Wiener systems using subspace model identification methods. Signal Processing 52(2), 235–258 (1996)

    Article  MATH  MathSciNet  Google Scholar 

  38. Wills, A.G., Ninness, B.: Estimation of Generalised Hammerstein–Wiener Systems. In: Proceedings of the 15th IFAC Symposium on System Identification (SYSID 2009), Saint-Malo, France, pp. 1104–1109 (2009)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2010 Springer London

About this chapter

Cite this chapter

Goethals, I., Pelckmans, K., Falck, T., Suykens, J.A.K., De Moor, B. (2010). NARX Identification of Hammerstein Systems Using Least-Squares Support Vector Machines. In: Giri, F., Bai, EW. (eds) Block-oriented Nonlinear System Identification. Lecture Notes in Control and Information Sciences, vol 404. Springer, London. https://doi.org/10.1007/978-1-84996-513-2_15

Download citation

  • DOI: https://doi.org/10.1007/978-1-84996-513-2_15

  • Publisher Name: Springer, London

  • Print ISBN: 978-1-84996-512-5

  • Online ISBN: 978-1-84996-513-2

  • eBook Packages: EngineeringEngineering (R0)

Publish with us

Policies and ethics