Abstract

Stochastic approximation (SA) algorithms are proposed to identify a multi-input and multi-output (MIMO) Wiener system, in which the system input is taken to be a sequence of independent and identically distributed (i.i.d.) Gaussian random vectors <formula formulatype="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex Notation="TeX">$u_{k}\in{\cal N}(0,I)$</tex></formula> . The algorithm for identifying the nonlinear part is designed with multi-variable kernel functions. Under suitable conditions, we show that the estimates of the coefficients of the linear subsystem and of the values of the nonlinear function converge to the respective true values with probability one.

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