A new algorithm for the identification of multiple input Wiener systems

Abstract

Multiple-input Wiener systems consist of two or more linear dynamic elements, whose outputs are transformed by a multiple-input static non-linearity. Korenberg (1985) demonstrated that the linear elements of these systems can be estimated using either a first order input-ouput cross-covariance or a slice of the second, or higher, order input-output cross-covariance function. Korenberg's work used a multiple input LNL structure, in which the output of the static nonlinearity was then filtered by a linear dynamic system. In this paper we show that by restricting our study to the slightly simpler Wiener structure, it is possible to improve the linear subsystem estimates obtained from the measured cross-covariance functions. Three algorithms, which taken together can identify any multiple-input Wiener system, have been developed. We present the theory underlying these algorithms and detail their implementation. Simulation results are then presented which demonstrate that the algorithms are robust in the presence of output noise, and provide good estimates of the system dynamics under a wide set of conditions.