Tensor Factorization based Estimates of Parallel Wiener-Hammerstein Models

Factoring the third-order Volterra kernel of a Wiener-Hammerstein model to recover the impulse responses of its two constituent linear systems is a common example in the multilinear algebra literature. Since recent progress in regularization-based system identification has enabled the practical estimation of the third-order Volterra kernel, these tensor factorization based approaches have become attractive. We extend one of these Wiener-Hammerstein factorization methods to the case of the Parallel Wiener-Hammerstein model, since, unlike the WH model, this structure is a universal approximator for Volterra systems. The efficacy of the method is demonstrated using numerical simulations.

ISBN:2405-8963

Jaar van publicatie:2017

Trefwoorden:Nonlinear system identification, Nonparametric methods, Subspace methods, Tensors, Volterra Kernels, CPD, Block Structured Models

Toegankelijkheid:Open