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Identification of Continuous-Time Hammerstein System with Nuclear Norm Convex Relaxation
Abstract:The nuclear norm convex relaxation method is proposed to force the rank constraint in the identification of the continuous-time( CT) Hammerstein system. The CT Hammerstein system is composed of a linear time invariant( LTI) system and a static nonlinear function( the linear part is followed by the nonlinear part). The nonlinear function is approximated by the pseudospectral basis functions, which have a better performance than Hinge functions and Radial Basis functions. After the approximation on the nonlinear function, the CT Hammerstein system has been transformed into a multiple-input single-output( MISO) linear model system with the differential pre-filters. However, the coefficients of static nonlinearity and the numerators of the linear transfer function are coupled together to challenge the parameters identification of the Hammerstein system. This problem is solved by replacing the one-rank constraint of the regularization optimization with the nuclear norm convex relaxation. Finally, a numerical example is given to verify the accuracy and the efficiency of the method.
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