On Nonparametric Identification of Wiener Systems

Abstract

In this paper, a new method for the identification of the Wiener nonlinear system is proposed. The system, being a cascade connection of a linear dynamic subsystem and a nonlinear memoryless element, is identified by a two-step semiparametric approach. The impulse response function of the linear part is identified via the nonlinear least-squares approach with the system nonlinearity estimated by a pilot nonparametric kernel regression estimate. The obtained estimate of the linear part is then used to form a nonparametric kernel estimate of the nonlinear element of the Wiener system. The proposed method permits recovery of a wide class of nonlinearities which need not be invertible. As a result, the proposed algorithm is computationally very efficient since it does not require a numerical procedure to calculate the inverse of the estimate. Furthermore, our approach allows non-Gaussian input signals and the presence of additive measurement noise. However, only linear systems with a finite memory are admissible. The conditions for the convergence of the proposed estimates are given. Computer simulations are included to verify the basic theory