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Refined instrumental variable methods for identification of Hammerstein continuous-time box-jenkins models

Laurain, V.; Gilson, M.; Garnier , H.; Young, Peter C


This article presents instrumental variable methods for direct continuous-time estimation of a Hammerstein model. The non-linear function is a sum of known basis functions and the linear part is a Box-Jenkins model. Although the presented algorithm is not statistically optimal, this paper further shows the performance of the presented algorithms and the advantages of continuous-time estimation on relevant simulations.

CollectionsANU Research Publications
Date published: 2008
Type: Conference paper
Source: Proceedings of IEEE Conference on Decision and Control 2008
DOI: 10.1109/CDC.2008.4738853


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