Available online at www.sciencedirect.

com

Journal of the Franklin Institute 353 (2016) 1518–1526

www.elsevier.com/locate/jfranklin

The recursive least squares identification algorithm

for a class of Wiener nonlinear systems$
Feng Dingn, Ximei Liu, Manman Liu
College of Automation and Electronic Engineering, Qingdao University of Science and Technology, Qingdao 266042,
PR China
Received 3 October 2013; received in revised form 1 February 2016; accepted 15 February 2016
Available online 23 February 2016

Abstract

Many physical systems can be modeled by a Wiener nonlinear model, which consists of a linear dynamic
system followed by a nonlinear static function. This work is concerned with the identification of Wiener
systems whose output nonlinear function is assumed to be continuous and invertible. A recursive least
squares algorithm is presented based on the auxiliary model identification idea. To solve the difficulty of the
information vector including the unmeasurable variables, the unknown terms in the information vector are
replaced with their estimates, which are computed through the preceding parameter estimates. Finally, an
example is given to support the proposed method.
& 2016 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

1. Introduction

Parameter estimation is basic for model-based control system design [1–3] and system
identification [4,5]. Roughly speaking, existing nonlinear systems of block structures can be
classified into the following basic categories: the input nonlinear system (including the Hammerstein
system: a static nonlinear block followed by a linear dynamic subsystem), the output nonlinear
systems (including the Wiener system: a linear dynamic subsystem followed by a static nonlinear

☆
This work was supported by the National Natural Science Foundation of China (No. 61472195) and the Taishan
Scholar Project Fund of Shandong Province of China.
n
Corresponding author.
E-mail addresses: fding12@126.com (F. Ding), liuximeiqd@163.com (X. Liu),
mmLiu467912432@163.com (M. Liu).

http://dx.doi.org/10.1016/j.jfranklin.2016.02.013
0016-0032/& 2016 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.
 F. Ding et al. / Journal of the Franklin Institute 353 (2016) 1518–1526 1519

block) [10], the input–output nonlinear system (including the Hammerstein–Wiener system (a linear
dynamic block sandwiched by two static nonlinear blocks), the Wiener–Hammerstein system (a static
nonlinear block sandwiched by two linear dynamic blocks), and the feedback nonlinear system [6].
Nonlinear systems have received considerable attention in the areas of system control [7–9],
system identification [10,11] and fault detection [12,13] for the past decade. For instance, Li
derived a maximum likelihood estimation algorithm to estimate the parameters of Hammerstein
nonlinear controlled autoregressive moving average systems by using the Newton iteration [15];
Wang et al. discusses several iterative estimation algorithms for a nonlinear IIR filter with
moving average noise by means of the data filtering technique [14].
Wiener systems are widely encountered in engineering and science applications. They can
model the chemical processes [16], electrical control [17], or biological process [18]. For
decades, the parameter estimation issues for Wiener nonlinear systems have attracted great
attention in the field of system identification [19–21]. For instance, Hagenblad et al. presented a
maximum likelihood method to identify Wiener models and testified the implemented efficiency
of the proposed algorithm [22]. Recently, a new identification problem, which the nonlinear part
of Wiener models has an inverse function, has raised increasing concern [23]. For example, Bai
proposed a blind approach to identify a Hammerstein–Wiener model which nonlinear part has
inverse functions [24]; Lacy and Berntein studied the identification method of FIR Wiener
systems with unknown, non-invertible, polynomial non-linearities and presented three methods
for simultaneous direct estimation of the non-linearity and a prediction error optimization method
[25]; Janczak surveyed of various known approaches to the identification of Wiener and
Hammerstein systems which are applicable to both neural network and polynomial models [26].
The recursive least squares algorithm is a popular method in the field of system identification.
On the basis of the work in [24], a recursive least squares algorithm is deduced to estimate
parameters of a Wiener nonlinear system in this paper, and the nonlinear output element is
assumed to be invertible, that is, the inner variable is theoretically justified [27,28].
To close this section, we give an outline of this paper. Section 2 formulates the problem and
describes the identification model of the Wiener nonlinear systems. Section 3 derives a recursive least
squares algorithm for the Wiener nonlinear model. Section 4 provides an illustrative example to
verify the effectiveness of the proposed algorithm. Finally, some concluding remarks are given in
Section 5.

2. System description and identification model

Let us introduce some notation first. The superscript T denotes the vector transpose; the
symbol I ðIn Þ stands for an identity matrix of appropriate sizes (n  n); 1n represents an n-
dimensional column vector whose elements are 1. Consider a Wiener nonlinear system in Fig. 1,
which can be expressed as
BðzÞ
r ðt Þ ¼ uðt Þ; ð1Þ
AðzÞ

Fig. 1. The Wiener nonlinear system.

1520 F. Ding et al. / Journal of the Franklin Institute 353 (2016) 1518–1526

xðtÞ ¼ rðtÞ þ vðtÞ; ð2Þ

yðtÞ ¼ f ½xðtÞ; ð3Þ

where u(t) and y(t) are the system input and output, respectively, r(t) is the output of the linear
block, i.e., the input of the nonlinear block, x(t) is the unknown inner variable, v(t) is a stochastic
white noise with zero mean and variance s2, the linear block is an output error model, A(z) and
B(z) are polynomials in the backward shift operator z  1 [i.e., z  1 yðtÞ ¼ yðt  1Þ]:
AðzÞ≔1 þ a1 z  1 þ a2 z  2 þ ⋯ þ ana z  na ;
BðzÞ≔b1 z  1 þ b2 z  2 þ ⋯ þ bnb z  nb :
Assume that the orders na and nb are known and yðtÞ ¼ 0, uðtÞ ¼ 0 and vðtÞ ¼ 0 for t r 0. The
output nonlinearity f is considered to be invertible, and the inverse x ¼ f  1 ðyÞ admits a
polynomial representation, i.e.,
X
m
xðtÞ ¼ f  1 ½yðtÞ ¼ ck yk ðtÞ; ð4Þ
k¼1

where m is the number of the nonlinear functions and assumed to be known.

From Eqs. (1) and (2), we have
BðzÞ
xð t Þ ¼ uð t Þ þ v ð t Þ
AðzÞ
or
X
na X
nb
xðtÞ ¼ ½1  AðzÞxðtÞ þ BðzÞuðtÞ þ AðzÞvðtÞ ¼  ai xðt  iÞ þ bj uðt  jÞ
i¼1 j¼1
X
na X
na X
nb
þ ai vðt  iÞ þ vðtÞ ¼ ai ½vðt  iÞ xðt  iÞ þ bj uðt  jÞ þ vðtÞ: ð5Þ
i¼1 i¼1 j¼1

From Eqs. (4) and (5), we have

Xm X
na X
nb
ck yk ðtÞ ¼ ai ½vðt  iÞ xðt  iÞ þ bj uðt  jÞ þ vðtÞ: ð6Þ
k¼1 i¼1 j¼1

Notice that the intermediate signals r(t) and x(t) are unmeasurable, it means that the model
parameters in Eq. (6) cannot be uniquely determined without introducing further constraints. A
solution to this problem is to fix a coefficient of the two blocks. Without loss of generality,
assume that the first coefficient of the nonlinear part is unity, i.e., c1 ¼ 1. Eq. (6) can be written as
Xm X
na X
nb
yðtÞ þ ck yk ðtÞ ¼ ai ½vðt  iÞ xðt  iÞ þ bj uðt  jÞ þ vðtÞ;
k¼2 i¼1 j¼1

or
X
na X
nb X
m
yðtÞ ¼ ai ½vðt  iÞ xðt  iÞ þ bj uðt  jÞ ck yk ðtÞ þ vðtÞ: ð7Þ
i¼1 j¼1 k¼2

Define the parameter vectors

θ1 ≔½a1 ; a2 ; …; ana ; b1 ; b2 ; …; bnb T A Rn1 ; n1 ≔na þ nb
 F. Ding et al. / Journal of the Franklin Institute 353 (2016) 1518–1526 1521

θ≔½θT1 ; c2 ; c3 ; …; cm T A Rn ; n≔na þ nb þ m  1

and the information vectors

φ1 ðtÞ≔½vðt  1Þ xðt  1Þ; vðt  2Þ  xðt  2Þ; …; vðt  na Þ
 xðt  na Þ; uðt  1Þ; uðt  2Þ; …; uðt  nb ÞT A Rn1 ;
φðtÞ≔½φT1 ðtÞ;  y2 ðtÞ;  y3 ðtÞ; …;  ym ðtÞT A Rn :
Eqs. (5) and (7) can be written as
xðtÞ ¼ φT1 ðtÞθ1 þ vðtÞ; ð8Þ

yðtÞ ¼ φT ðtÞθ þ vðtÞ: ð9Þ

Eqs. (8) and (9) form the identification model of Wiener nonlinear systems.
The objective of this paper is to present an identification algorithm to estimate the parameter
vectors θ1 and θ in Eqs. (8) and (9).

3. The recursive least squares algorithm

In the following, we derive a recursive least squares algorithm for Wiener nonlinear systems to
identify the parameter vector θ.
Define a quadratic cost function,
X
L
JðθÞ≔ ½yðtÞ  φT ðtÞθ2 ;
t¼1

where the data length L⪢n.

^
Let θðtÞ≔½ θ^ 1 ðtÞ; c^ 2 ðtÞ; c^ 3 ðtÞ; …; c^ m ðtÞT be the estimate of θ at time t. Minimizing the cost
function JðθÞ with respect to θ, we can obtain the following recursive least squares algorithm of
computing the estimate θðtÞ: ^
^ ¼ θðt
θðtÞ ^  1Þ;
^  1Þ þ LðtÞ½yðtÞ φT ðtÞθðt ð10Þ

LðtÞ ¼ Pðt  1ÞφðtÞ½1 þ φT ðtÞPðt  1ÞφðtÞ  1 ; ð11Þ

PðtÞ ¼ ½In  LðtÞφT ðtÞPðt  1Þ; Pð0Þ ¼ p0 In ; ð12Þ

φðtÞ ¼ ½φT1 ðtÞ;  y2 ðtÞ;  y3 ðtÞ; …;  ym ðtÞT ; ð13Þ

φ1 ðtÞ ¼ ½vðt  1Þ xðt  1Þ; vðt  2Þ  xðt  2Þ; …; vðt  na Þ

 xðt  na Þ; uðt  1Þ; uðt  2Þ; …; uðt  nb ÞT : ð14Þ
Notice that φ1 ðtÞ contains the unmeasured terms vðt  iÞ and xðt  iÞ, so it is impossible to
compute the estimate θðtÞ. ^ The approach here is based on the auxiliary model identification idea:
let v^ ðtÞ and x^ ðtÞ be the estimates of vðtÞ and xðtÞ, respectively, and define
φ^ 1 ðtÞ≔½v^ ðt  1Þ  x^ ðt  1Þ; v^ ðt  2Þ  x^ ðt  2Þ; …; v^ ðt  na Þ
 x^ ðt  na Þ; uðt  1Þ; uðt  2Þ; …; uðt  nb ÞT A Rn1 ; ð15Þ
 T T
^
φðtÞ≔ φ^ 1 ðtÞ;  y2 ðtÞ;  y3 ðtÞ; …;  ym ðtÞ A Rn : ð16Þ
1522 F. Ding et al. / Journal of the Franklin Institute 353 (2016) 1518–1526

Replacing φ1 ðtÞ, φðtÞ, θ1 and θ in Eqs. (8) and (9) with φ^ 1 ðtÞ, φðtÞ,
^ θ^ 1 ðtÞ and θðtÞ,
^ we obtain the
estimates

v^ ðtÞ x^ ðtÞ ¼  φ^ T1 ðtÞθ^ 1 ðtÞ;

^
v^ ðtÞ ¼ yðtÞ  φ^ T ðtÞθðtÞ:
^
Replacing φðtÞ in Eqs. (10)–(12) with φðtÞ, we can summarize the recursive least squares
algorithm for the Wiener nonlinear system (the W-RLS algorithm for short)
^ ¼ θðt
θðtÞ ^  1Þ;
^  1Þ þ LðtÞ½yðtÞ  φ^ T ðtÞθðt ð17Þ

1
^
LðtÞ ¼ Pðt  1ÞφðtÞ½1 ^
þ φ^ T ðtÞPðt  1ÞφðtÞ ; ð18Þ

PðtÞ ¼ ½In  LðtÞφ^ T ðtÞPðt  1Þ; Pð0Þ ¼ p0 In ; ð19Þ

^ ¼ ½φ^ T1 ðtÞ;  y2 ðtÞ;  y3 ðtÞ; …;  ym ðtÞT ;

φðtÞ ð20Þ

φ^ 1 ðtÞ ¼ ½v^ ðt  1Þ x^ ðt  1Þ; v^ ðt  2Þ x^ ðt  2Þ; …; v^ ðt  na Þ

 x^ ðt  na Þ; uðt  1Þ; uðt  2Þ; …; uðt  nb ÞT ; ð21Þ
h iT
^ ¼ θ^ 1 ðtÞ; c^ 2 ðtÞ; c^ 3 ðtÞ; …; c^ m ðtÞ ;
θðtÞ ð22Þ

θ^ 1 ðtÞ ¼ ½a^ 1 ðtÞ; a^ 2 ðtÞ; …; a^ na ðtÞ; b^ 1 ðtÞ; b^ 2 ðtÞ; …; b^ nb ðtÞT ; ð23Þ

x^ ðtÞ ¼ φ^ T1 ðtÞθ^ 1 ðtÞ þ v^ ðtÞ; ð24Þ

^
v^ ðtÞ ¼ yðtÞ  φ^ T ðtÞθðtÞ: ð25Þ
^
LðtÞA Rn is the gain vector and PðtÞA Rn is the covariance matrix. The steps of computing θðtÞ
in the W-RLS algorithm in Eqs. (17)–(25) are listed in the following.

1. Let t ¼ 1, give the data length Le and set the initial values θð0Þ ^ ¼ 1n =p0 , Pð0Þ ¼ p0 In ,
uðiÞ ¼ 0, yðiÞ ¼ 0, x^ ðiÞ ¼ 0, v^ ðiÞ ¼ 0 for ir 0, p0 is a large number, e.g., p0 ¼ 106 .
2. Collect the input–output data fuðtÞ; yðtÞg.
3. Form φ^ 1 ðtÞ by Eq. (21) and φðtÞ ^ by Eq. (20).
4. Compute the gain vector LðtÞ by Eq. (18) and the covariance matrix PðtÞ by Eq. (19).
5. Update the parameter estimation vector θðtÞ ^ by Eq. (17).
^ ^
6. Read θ 1 ðtÞ from θðtÞ in Eq. (22). Compute v^ ðtÞ by Eq. (25) and x^ ðtÞ by Eq. (24).
7. If toLe , increase t by 1, go to Step 2, continue the recursive calculation; otherwise,
terminate this process and obtain the parameter estimates.

^ in the W-RLS algorithm is

The flowchart of computing the parameter estimation vector θðtÞ
shown in Fig. 2.
 F. Ding et al. / Journal of the Franklin Institute 353 (2016) 1518–1526 1523

^
Fig. 2. The flowchart of computing the WNI-RLS parameter estimate θðtÞ.

Table 1
The parameter estimates and errors with different s2.

s2 t a1 a2 b1 b2 c2 c3 δ ð%Þ

0:502 100  1.73484 0.77942 0.05791 0.18682  0.11665 0.71549 12.86351

200  1.74922 0.78539 0.07692 0.23868  0.07728 0.47225 5.12396
500  1.72281 0.75784 0.08475 0.24838  0.05043 0.48183 5.89990
1000  1.74139 0.77640 0.07363 0.30006  0.08199 0.48899 2.65185
2000  1.76955 0.80746 0.07054 0.31142  0.07959 0.47902 2.18783
3000  1.76698 0.80530 0.06726 0.31391  0.07307 0.50419 2.07436

1:002 100  1.69498 0.74100 0.05902 0.11233  0.04584 0.57988 12.62916

200  1.72933 0.76724 0.08516 0.16470  0.04966 0.43912 9.52642
500  1.71245 0.74781 0.10771 0.17028  0.03620 0.47179 9.74000
1000  1.73431 0.76871 0.08607 0.27223  0.07492 0.48358 4.17174
2000  1.77137 0.80948 0.08035 0.29422  0.08122 0.47405 2.88197
3000  1.76653 0.80502 0.07404 0.29904  0.07228 0.50222 2.53906
True values  1.76000 0.80000 0.06000 0.33000  0.11000 0.50000 0.00000
1524 F. Ding et al. / Journal of the Franklin Institute 353 (2016) 1518–1526

0.7

0.6

0.5

0.4
δ

0.3

σ =0.50
0.2

0.1
σ =1.00

0
0 500 1000 1500 2000 2500 3000
t

Fig. 3. The estimation errors δ versus t with different s2.

4. Example

Consider the following Wiener-Inverse nonlinear system

BðzÞ
xð t Þ ¼ uðt Þ þ vðt Þ;
AðzÞ
AðzÞ ¼ 1 þ a1 z  1 þ a2 z  2 ¼ 1  1:76z  1 þ 0:80z  2 ;
BðzÞ ¼ b1 z  1 þ b2 z  2 ¼ 0:06z  1 þ 0:33z  2 ;
and the inversion of the output nonlinear block
xðtÞ ¼ yðtÞ 0:11y2 ðtÞ þ 0:50y3 ðtÞ:
In simulation, the input fuðtÞg is taken as an uncorrelated persistent excitation signal sequence
with zero mean and unit variance, and fvðtÞg as a white noise sequence with zero mean and
variance s2 ¼ 0:502 and s2 ¼ 1:002 , respectively. Applying the proposed W-RLS algorithm to
^
estimate the parameters of this system, the parameter estimates and its errors δ≔ J θðtÞ θ J= Jθ J
versus t are shown in Table 1. The parameter estimation errors of the W-RLS algorithm with
different variances are shown in Fig. 3.
From Table 1 and Fig. 3, we can draw the following conclusions.

1. The parameter estimation errors given by the proposed approach gradually become smaller
as the data length increases.
2. As the variance of the noise decreases, the parameter estimation errors given by the
proposed approach become smaller. This shows that the proposed algorithm is effective.

5. Conclusions

This paper presents a recursive least squares algorithm for a Wiener nonlinear system by using
the auxiliary model identification idea. The idea is assuming P that thek nonlinear output element is
to be invertible, that is, the inner variable x ¼ f  1 ðyÞ ¼ m
k ¼ 1 ck y ðtÞ is theoretically justified.
The simulation results demonstrate that the proposed algorithm is effective. The proposed
method can be extended to study identification problems of other nonlinear systems with colored
noise [29,30], uncertain chaotic delayed nonlinear systems and hybrid switching-impulsive
 F. Ding et al. / Journal of the Franklin Institute 353 (2016) 1518–1526 1525

dynamical networks [31,32], dual-rate and non-uniformly sampled-data systems [33–35]. The
proposed method can combine the multi-innovation theory and the auxiliary model idea for
parameter identification [36–40].

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