530
4, APRIL 2003
Frequency Domain Identification of
Hammerstein Models
Er-Wei Bai
Abstract—This paper discusses Hammerstein model identifica-
tion in frequency domain using the sampled input–output data.
By exploring the fundamental frequency and harmonics generated
by the unknown nonlinearity, we propose a frequency domain ap-
proach and show its convergence for both the linear and nonlinear
subsystems in the presence of noise. No a priori knowledge of the
structure of the nonlinearity is required and the linear part can be
nonparametric.
Index Terms—Hammerstein systems, nonlinear systems, param-
eter estimation, system identification.
I. INTRODUCTION
T HE Hammerstein model is a special kind of nonlinear
systems which has applications in many engineering prob-
lems and therefore, identification of Hammerstein models has
been an active research topic for a long time. Existing methods
in the literature can be roughly divided into six categories: the
iterative method [17], [20], [24], the over-parameterization
method [7], the stochastic method [6], [12], [14], [18], the
nonlinear least squares method [4], the separable least squares
method [1], [25], and the blind method [2].
The iterative method [17], [20], [24] divides the parameters
into two sets, linear part and nonlinear part. One calculates the
optimal values for one set while the other set is fixed. Then,
two sets are switched. Efficiency is its advantage, provided that
the algorithm converges. Convergence is, however, a potential
problem and in fact, it was shown in [21] that the method can be
divergent. Some modifications were proposed in recent years
[20]. The over-parameterization method [7] is to over-parame-
terize the Hammerstein system so that the over-parameterized
system is linear in the unknown parameters and then any linear
estimation algorithm applies. The difficulty with this approach
is that the dimension of the resulting linear system is huge and
therefore, convergence and robustness become issues in the
presence of noise. The stochastic method [6], [12], [14], [18]
may work even with no knowledge of the form of the unknown
nonlinearity. However, it works only if the input is white. The
nonlinear least squares method works if certain conditions hold.
Usually, these conditions can be restrictive [4]. The idea of the
separable least squares [1], [25] is to write one set of variables
Manuscript received June 12, 2002; revised September 9, 2002. Recom-
mended by Associate Editor A. Garulli. This work was supported in part
by the National Science Foundation under Grant ECS-9710297 and Grant
ECS-0098181.
The author is with the Department of Electrical and Computer Engineering
University of Iowa, Iowa City, IA 52242 USA (e-mail: er-wei-bai@uiowa.edu).
Digital Object Identifier 10.1109/TAC.2003.809803
0018-9286/03$17.00 © 2003 IEEE
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IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 48, NO.
as a function of the other set based on the first order necessary
and sufficient conditions. Thus, dimension of the optimization
space is reduced. This method is found particularly useful
for hard or nonsmooth input nonlinearities [1]. It does not,
however, seem possible to extend the method to a general form
of the nonlinearity. The blind method [2] is to use the technique
of blind system identification to identify the linear part without
requiring the structure of the unknown nonlinearity. There are
also other methods proposed in the literature, e.g., a subspace
method was proposed in [13], and [23] uses periodic signals
consisting of a large sinusoidal wave at frequency with some
small sinusoidal waves at . It gives a nonparametric
estimate under the assumption that the small signals are small
enough with respect to the large sinusoidal wave.
In this paper, we discuss frequency domain methods for iden-
tification of Hammerstein models. Frequency domain identi-
fication methods for a linear system are well understood and
developed [16], [19]. They are fairly simple and effective for
linear systems. We will make use of the same idea to Hammer-
stein models. In fact, use of sinusoidal inputs in identification
of Hammerstein models has certain advantages. The periodicity
of the input signals implies that all the signals inside the system
consist of frequencies that are integer multiples of the input fre-
quencies. Subharmonics or chaos can never happen. This makes
identification simple. Another important observation in our ap-
proach is that with sinusoidal inputs, the output of the non-
linearity permits a Fourier series representation. Moreover, the
Fourier coefficients are invariant with respect to the input fre-
quencies. We remark that the idea of frequency domain identi-
fication to Hammerstein models is not new and appeared in the
study of identification for Hammerstein models [5], [14], [26].
Though there were several approaches in the literature, they are
more or less the same ideas as in [5], [10], and [11]. In [11], the
nonlinearity is assumed to be a polynomial with a known order.
The reason is that once the order is known, the highest harmonic
has a known frequency and behaves in a linear manner [11].
Thus, linear techniques based on the highest harmonic can be
applied to identify the linear part. The problem is that the non-
linearity may not be a polynomial with a known order. Even it
is a polynomial with known order, the coefficient of the highest
order is usually very small. For instance, in a practical situation,
the unknown nonlinearity may be approximated by a polyno-
mial. To have a reasonably good approximation, the order has
to be high. Moreover, the coefficient with the highest order is
usually small. This implies that the very signal used in identi-
fication with the highest harmonic has a small amplitude. This
has a significant impact on the signal to noise ratio in identifica-
tion and makes the method sensitive. The frequency approach
 BAI: FREQUENCY DOMAIN IDENTIFICATION OF HAMMERSTEIN MODELS 531

posed method may also have to be repeated for a number of

frequencies.
Assumption 2.1: Throughout this paper, we assume the
following.
1) The nonlinearity is a static function that is
continuous and piecewise smooth for , where
is the input range of interest.
Fig. 1. Hammerstein model. 2) The linear part is an exponentially stable contin-
uous time system which can be represented by a rational
of [5] also assumes the exact order knowledge of the nonlin- transfer function or simply nonparametric.
earity. With a known order, the output is a known nonlinear 3) Noise is a continuous time random signal that is the
function of input magnitude and frequency with some unknown output of an unknown stable and proper linear system
parameters. By repeatedly applying different magnitudes and driven by a white noise source with zero mean and finite
frequencies, these unknown parameters can be uniquely solved. variance.
Without the exact order information, uniqueness is however lost. No rationality on the transfer function and no a priori
The other frequency approach [10] also needs a parameteriza- knowledge on the structure of the unknown nonlinearity
tion of the unknown nonlinearity. In this paper, we propose a are assumed. The standard polynomial nonlinearities as well as
different frequency approach. Instead of the highest harmonic, many hard input nonlinearities, e.g., deadzone and saturation,
the method is based on the fundamental frequency and there- belong to the class specified by Assumption 2.1.
fore, no a priori information on the structure of the nonlinearity
A. Continuous-Time Frequency Response
is required. Moreover, our method is not limited to Hammer-
stein models whose linear part is a finite order rational transfer Note that the nonlinearity is continuous and
functions, but applies to Hammerstein models with a nonpara- piecewise smooth. If the input which is an
metric linear part. We also remark that our proposed frequency even and periodic function with the period , then,
identification method can be easily extended to Wiener models is also an even and periodic function that is continuous and
with minor modifications. piecewise smooth and, consequently, it permits a Fourier series
Finally, we give an outline of this paper. Section II intro- representation
duces the Hammerstein model and derives point estimation in
frequency domain. Identification of the linear part is discussed (2.1)
in Section III. Section IV focuses on identification of the non-
linear part. Two numerical examples are simulated in Section V
where the Fourier coefficients are given by
and some remarks are provided in Section VI.

II. PROBLEM STATEMENT AND POINT ESTIMATION

Consider the Hammerstein model shown in Fig. 1, where
, and are the system input, noise, output
and filtered output, respectively. denotes the unavailable
internal signal. These are continuous time signals. and
denote the sampled input and sampled filtered output
signals respectively with the sampling interval that will Moreover, since and is contin-
be specified later. The filter is a lowpass filter at designer’s uous and piecewise smooth, it follows from [22] that
disposal.
The goal of the frequency domain identification is to apply
inputs of the form

uniformly in as .
The following lemma is an easy but very important
and then, to determine a pair of the estimates and observation.
based on finite sampled inputs and filtered outputs and Lemma 2.1: Let and be represented
so that by the Fourier series representation (2.1). Then, the following
statements hold.
1) The Fourier coefficients ’s are independent of the input
in some sense. Note that the continuous time model , not frequency . In other words, the Fourier series expres-
its discretized model, is our interests. The exact forms of sion (2.1) is valid for any nonzero input frequency with
and will be given later. In fact, the forms of and the identical Fourier coefficients ’s.
depend on whether they are parametric or not. Just like the fre- 2) If the nonlinearity is odd, i.e., , then
quency identification approaches for linear systems, the pro- , .

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 532 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 48, NO. 4, APRIL 2003

3) If the nonlinearity is even, i.e., , then denote the finite-time Fourier transforms of , , and
, . , respectively, where is the input, and
Proof: The first part can be easily verified. Let and , and are the noise, output and filtered output,
be two different input frequencies, i.e., for some respectively.
nonzero . Let , we have When , since
and the linear part is an unknown transfer function , it fol-
lows that

B. Point Estimation of Based on and

In this section, we develop theoretical framework in contin-
uous time domain based on the continuous time model
and continuous time signals , and . Digital imple-
mentation using only the sampled and will be
discussed in the next section.
Given the input , define the point estimate
of at as
For Part 2, note that
(2.4)

where and are the finite time Fourier trans-

Then, with and , it follows that forms as defined in (2.3).
It is a straightforward calculation to show that

and because is ab-

solutely integrable [22], we have

Part 3 can be similarly proven. This completes the proof.

The lemma shows that ’s are independent of the input fre-
quency . This observation is the key that makes the frequency
domain identification of Hammerstein models possible. It is important to note at this point that in the characterization
We now define the finite time Fourier transform. Given the of the Hammerstein model shown in Fig. 1, the gains of
input frequency and with the observation interval and are actually not unique because of the product. Any
(2.2) pair , , would produce identical input
and output measurements. There are several ways to make the
for some integer , let
representation unique, e.g., either the gain of or can
be fixed to be unit. In this paper, we take a different approach
and assume
Assumption 2.2: The coefficient in (2.1) is normalized to
be one, i.e., .
(2.3) Normalization of is arbitrary. In theory, may be
normalized to be any fixed number or we can also normalize

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 BAI: FREQUENCY DOMAIN IDENTIFICATION OF HAMMERSTEIN MODELS 533

any , , to be unity in the case that . From the and is the estimate of . To es-
previous assumption, it follows that timate based on the sampled data and ,
must contain frequencies upto . To this end, let the cutoff
(2.5) frequency of the lowpass filter be
(2.6)
The following theorem gives the quality of using
and . for some integer . Then, the output of the lowpass
Theorem 2.1: Consider the Hammerstein model shown in filter is in the form of
Fig. 1 under Assumptions 2.1 and 2.2. Consider the point es-
timate in (2.4). Then, uniformly in (2.7)

where is the filtered noise. Here, we assume that the higher

in probability as . order terms are negligible. How to deal with these small
Proof: From Lemma 7.1 of the Appendix, we have errors will be provided later in discussions of Sections III-A and
III-B.
and 2) Determination of the Sampling Interval : Since the
highest frequency remaining in due to the input is ,
uniformly in , where is the expectation operator over the we define the sampling interval by
probability space in which the random signal is defined. Then,
it follows that (2.8)
and The choice of the integer is to make sure that the sam-
pling frequency is always higher than the Nyquist frequency
. Obviously, from (2.8), we have
as . This completes the proof.
Similar to the linear case, the point estimate of
can be accurately obtained in the presence of the un-
We comment that a large number of simulation seems to sug-
known nonlinearity provided that the continuous time data
gest that in many cases identification results are similar with
and are available. However, in most applications, only
or without the lowpass filter. One explanation is that because
sampled values are available and, thus, we discuss implemen-
as gets larger, when
tation of this point estimation algorithm by using the sampled
and is already small, the use of the low-
data and . We will show that the identification
pass does not make too much difference. In the absence of the
results remain almost identical if the lowpass filter and the
lowpass filter, the choice of the sampling interval (2.8) remains
sampling interval are properly chosen as suggested in [19].
valid.
C. Implementation Using Sampled Data 3) DFT Implementation: With the sampled input and fil-
tered output data and , ,
A key to find is the calculations of we now define the DFT’s of and
and that involves continuous time integrations.
We show in this section that these quantities are computable
by applying discrete Fourier transforms (DFTs) on the sampled (2.9)
input and filtered output and . There are three
steps involved: the choice of lowpass filter cutoff frequency ,
the determination of the sampling interval and the calculation
of DFTs.
1) Filter Choice: When , the output is
given by and

(2.10)

with

Recall that the purpose of the point estimation is to estimate These DFTs and have a very clear
. In the absence of any structural prior information on interpretation with respect to the continuous time integrations
the unknown nonlinearity, we will see later however that the and . In fact, and
pair plays an important role, where are numerical integrations of and
is the estimate of unknown internal variable by rectangulars of equal width .

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 534 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 48, NO. 4, APRIL 2003

For , recall again that . This Given , let for some

implies and integer , for some integer
and for some integer .
Step 1) Collect and , .
Step 2) Calculate and .
Step 3) Define the estimate
.
The estimate is computable using only the sam-
This implies that pled data. Moreover, as its continuous counterpart,
as as shown in the following theorem.
Theorem 2.2: Consider the point estimate of (2.11)
with and defined in (2.2) and (2.8), respectively. Then,
In other words, the continuous time integration uniformly in
can be obtained exactly by which is computable
using only the sampled input , .
From (2.7), we now calculate in probability as .
Proof: From the Appendix, we have

and

Then, the conclusion follows.

III. IDENTIFICATION OF

The second term is exactly the DFT of Given the point estimates ’s, to find a is a
and the first term can be rewritten as curve fitting problem. Whether a particular method is effec-
tive for identification of depends on the assumptions of
. If is nonparametric, it is expected that the method
is complicated and tedious. On the other hand, the identification
is much easier if the unknown is known to be an th-order
rational transfer function.

A. Finite-Order Rational Transfer Function

In this section, we will discuss a simple case when the un-
In particular, when known is characterized by an th-order stable rational
transfer function

(3.1)

We comment that the calculation of and The unknown coefficient vector and its estimate are denoted
is well known in the literature [8]. by
We now define the point estimate using only the
sampled and by

(2.11) The simplest way to find is to solve the least squares mini-
mization [15]. Let
From the calculation of and , it follows
that

Then, the estimate is obtained by

where is the DFT of , and the estimation error
is
(3.2)

for some . Clearly, if ,

We now summarize the algorithm for estimating
and . Now, we define the estimate as
using only the sampled and .
Identification algorithm for estimating using
only the sampled data. (3.3)

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 BAI: FREQUENCY DOMAIN IDENTIFICATION OF HAMMERSTEIN MODELS 535

The following theorem can be easily derived that gives the TABLE I
estimation error analysis. CONDITION NUMBERS OF 6 AND 6
Theorem 3.1: Let , and let the parameter
vector estimate and the transfer function estimate be de-
fined by (3.2) and (3.3) with . Suppose
in probability as . Then

TABLE II
TRUE VALUES AND THE ESTIMATES OF r ’S
in probability as .
We remark that the least squares solutions of (3.2) and
(3.3) are consistent in theory because as
. In some applications, however, the least squares may not
perform well due to various reasons. For instance, 1) when is
finite which is always the case in reality, and
this introduces errors on the least squares estimate ; 2) the
lowpass filter is not ideal or the noise may not be completely
captured by the assumptions. This again causes errors on the
point estimate and, consequently, on the least squares for some . In this section, we set the numerical value
estimate ; and 3) a large range of input frequencies can .
over-emphasize high frequency errors and result in a poor low Now, define
frequency fit. To overcome these difficulties, the iterative least
squares can be used. Let be the estimate obtained at the th
iteration, the iterative least squares solution of consists of
minimizing
Since is unknown but exponentially stable and the bilinear
transformation preserves the stability, the unknown satis-
fies

Alternatively, the nonlinear least squares estimate can be

defined
for some constants and . Further, let
and , we have

Our idea of identification is to use the point estimate

and solved using numerical methods, e.g., the Newton–Gauss of (2.11) at or ,
scheme. For both the iterative least squares and the nonlinear for some . Then, we construct
least squares, the linear least squares solutions provided by (3.2)
and (3.3) can be used as an initial estimate to begin with. It
was shown in [19] that, if convergent, the iterative least squares
and the nonlinear least squares tend to give a smaller estimation
error. For details, see [19, Sects. 7.8. and 7.9]. such that

B. Nonparametric
Given the point estimates, how to find the transfer function
is a classical problem. There exist some methods in the liter- (3.4)
ature that could be modified and used here. For instance, the Finally, we define the estimate of as
well known spectral analysis method [16] aims to determine the
transfer function based on spectral estimation and smoothing. (3.5)
Here, we adopt an approach based on interpolation technique
which is used in identification setting. To this end, con- Theorem 3.2: Let
sider the standard bilinear transformation

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 536 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 48, NO. 4, APRIL 2003

and . Consider the estimate of (3.5). Suppose for some . Furthermore

in probability, and and
as . Then, uniformly in

as . In other words, converges to uni-

formly in probability.
Proof: We will first show the point convergence of
at , and then show the uniform convergence.
The point convergence follows directly from the fact that

To show the uniform convergence, note that (3.4) implies that

and

Note uniformly in and, therefore

This finishes the proof.

The idea of the aforementioned estimate is the polyno-
mial interpolation of (3.4). Under Assumptions 2.1 and
2.2, in probability and consequently
. However, if for various
reasons, e.g., is finite, then and, say
and only can be guaranteed for some
small but nonzero . Then, the polynomial interpolation
of (3.4) tends to show some overshooting for very large .
In fact, the overshooting is in the order of as
[9]. To avoid this problem, several methods can be used, e.g.,
interpolations using splines. We discuss the following two
robustness modifications.
• If only a finite frequency range is interested, we can apply
Fejer interpolation which matches the given data but also
limits the magnitude of the derivatives. Then, the obtained
Thus
estimate satisfies as
in the frequency range of interest. This algorithm
is linear and see [3] for details.
• If the whole frequency range is interested, it
is well known [9] that there does not exist any linear al-
gorithm which ensures the robustness in the presence of

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 BAI: FREQUENCY DOMAIN IDENTIFICATION OF HAMMERSTEIN MODELS 537

TABLE III for some integer . Here, denotes the estimate of .

TRUE VALUES AND THE ESTIMATES OF  ’S
Clearly the estimation error is given by

(4.1)
TABLE IV
TRUE VALUES AND THE ESTIMATES OF  = ( ;  ;  ;  )
By the continuity and piecewise smoothness condition on ,
the second term converges to zero uniformly [22] as .
We need now to find the estimates ’s so that the first term also
converges to zero.
Recall when , and

small but nonvanishing errors in the point estimation of

. Here, linear algorithm means that the algorithm Define the estimate ’s by
is linear from the given data to the estimate. In this case,
a two stage nonlinear algorithm [9] can be applied. The
first stage of the algorithm is to find a noncausal system
and the second stage is to apply the Nehari approximation
to find a best fit which is stable and causal. The error be- (4.2)
tween the estimate and the true system is in the order of
as [9].
Since the previous two modifications are available in the
literature, we only provide a brief discussion and interested (4.3)
readers can find more from [5] and [9]. We also comment
that the approach adopted here is based on the interpolation
technique. Other techniques, e.g., the well-known spectral With , this implies
analysis method can also be modified and used to determine
the transfer function. The key is the reliable point estimation
provided in the previous sections.

IV. IDENTIFICATION OF THE NONLINEAR PART

Once the linear part is identified, we can estimate the and, for
nonlinear part . Two cases are discussed: 1) there is
no a priori knowledge on the structure of the unknown and
2) is represented by a polynomial with a known order. In
both cases, we need to estimate the ’s.

A. Unknown Nonlinearity Structure

Although the structure of the nonlinearity is assumed to be Clearly, if , and in probability as
unknown, the nonlinearity is static and can be determined by , we have from Lemma 7.1 that ,
the graph information using pairs . The input and this results in the following theorem.
is available and therefore, recovery of and, conse- Theorem 4.1: Assume that , and uniformly
quently , becomes a key in determining the nonlinearity. in in probability. Let ’s be given
The input is in the form of and the output by (4.2) and (4.3). Suppose , , ,
of the nonlinearity is . Define the as , where is defined in Theorem
estimate of as 3.2. Then, in probability

uniformly as and consequently, .

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 538 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 48, NO. 4, APRIL 2003

Proof: Since the second term of (4.1) converges to zero

uniformly as , we have only to consider the first term. To
this end, note that

Therefore

as . This completes the proof.

We comment that for each input frequency , we could de-
rive a set of estimates , , where empha-
sizes that the estimate is derived when input frequency is at .
Fig. 2. True (solid) and the estimated (dash-dot) nonlinearities.
In applications, an average is recommended

In this section, the structure of the input nonlinearity is as-

sumed to be unknown and thus estimation relies on the graph
given by the pairs . Once the graph is obtained, its struc-
ture can be determined. The next step is to parameterize this
nonlinearity by using appropriate base functions, e.g.,

for some known nonlinear functions ’s and unknown coeffi-

cients ’s. The choice of ’s of course depends on the structure
shown in the graph. Then, the optimal can be calculated

(4.4)

In the case that the nonlinearity is even or odd, then from Fig. 3. True (solid) and the estimated (dash-dot) Bode plots.
Lemma 2.1, the number of the Fourier coefficients ’s which
have to be estimated can be cut into half.

B. Polynomial Nonlinearities
In this section, we discuss a simple case when the unknown
nonlinearity is parameterized by a polynomial

The exact order of the polynomial is not necessarily known.

However, an upper bound is assumed to be available. Note
that the identification of such a nonlinearity can be carried out
without using the structure as discussed in the previous sec-
tion section. However, if such information is available, these in-
formation should be taken into consideration in identification.
Denote

(4.5)
Fig. 4. True (solid) and the estimated (circle) nonlinearities.

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 BAI: FREQUENCY DOMAIN IDENTIFICATION OF HAMMERSTEIN MODELS 539

TABLE V
TRUE VALUES AND THE ESTIMATES r ’S (SATURATION)

where rounds to the nearest integer toward zero and (4.10)

is the remainder after division . When
From equations (4.7)–(4.9), we see that ’s and ’s satisfy
the following equations:

it follows that

..
.. .. .. .. .. .
. . . . .

(4.6)
.. (4.11)
.

..
.. .. .. .. .. .
. . . . .

.. (4.12)
.

where and are defined in (4.5). The matrices and are

independent of unknown ’s and ’s.
Since there is one-to-one map between ’s and ’s, the es-
timates ’s and can be easily obtained based
on the estimates of ’s
where

(4.7) .. .. ..
. . .

(4.8) .. (4.13)
.

and
(4.9)
(4.14)
with

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 540 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 48, NO. 4, APRIL 2003

Clearly, if in probability as , then Example 2: The linear part is the same as in Example 1.
and in probability as . However, the nonlinear part is a saturation nonlinearity as shown
We now summarize the previous discussion into the following in Fig. 4 in solid line
theorem.
Theorem 4.2: Let ’s be given as in (4.2) and (4.3). Con-
sider the estimates ’s and derived from
(4.13) and (4.14). Then, under the conditions of Theorem 4.1,
in probability as
The structure is unknow in simulation. The noise is a
random signal uniformly distributed in [ 0.1,0.1] and the input
is

We comment that the inverses and are involved in

calculating the estimates. In theory, the matrices and are with , and . The estimate
always nonsingular. However, these matrices become ill-con- of the transfer function is given by
ditioned very soon; see Table I for condition numbers. For a
low-dimension polynomial, the method of (4.13) and (4.14) are
fairly effective. For a higher dimensional polynomial, caution
has to be exercised because of large condition numbers. For a
really high-order polynomial, a two step method presented in which is very close to the true but unknown . For the
the previous section can be used, i.e., using and to nonlinearity, because its structure is unknown, we estimate the
determine the nonlinearity and then using the optimization (4.4) Fourier coefficients ’s first, which are shown in Table V.
to find the polynomial coefficients. Alternately, an orthogonal The estimated nonlinearity (circle) is shown in Fig. 4 by using
polynomial approach may be used to overcome this difficulty. the pairs

V. SIMULATION
In this section, we consider two numerical examples.
Example 1: The unknown nonlinear and linear parts are
given, respectively, by
Either input frequency or can be used. In our simulation,
they really do not make any difference. Although the structure
of the nonlinearity is not known a priori, the graph using the
pair gives a good estimate of the unknown nonlinearity.
Further, if the form of is unknown, but it is known that
The nonlinearity is known to be a polynomial with the maximum is odd. Then, from Lemma 2.1, all the even coefficients ’s are
order three and the linear part is a second order transfer func- zero. In this case, we only have to identify the odd coefficients
tion. The noise is a random signal uniformly distributed in
[ 0.25, 0.25] and the input is

with , and .
For input frequency , the sampling interval is set to be VI. CONCLUDING REMARKS
. No lowpass filter is used in In this paper, we have proposed a frequency domain identifi-
simulation, i.e., . Because the linear part is para- cation approach for Hammerstein models. By exploring the fun-
metric, we use the estimate of (3.3). The identified linear and damental frequency, the linear part and the nonlinear part can be
nonlinear coefficients are shown in Tables II—IV identified. No information on the form of the nonlinearity is as-
Thus, the estimates of and are given by sumed. The method is simple. Note that in the absence of prior
information on the structure of the nonlinearity, the estimation
is based on the Fourier series and thus, the rate of the conver-
gence of the Fourier series becomes important. For those with
rapidly decreasing coefficients, the first a few terms suffice to
give a quite accurate approximation. This leads naturally to the
which are very close to the true but unknown and . question of how to speed up the convergence. There are some
The true (solid line) and the estimated (dash-dot) nonlinearities interesting ideas along this direction in [22]. It will certainly
are shown in Fig. 2, and the Bode plots of the true (solid line) be a very interesting topic to pursue this further in the context
and the estimated transfer functions are shown in Fig. 3. They of identification for Hammerstein models as discussed in this
are basically indistinguishable. paper.

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 BAI: FREQUENCY DOMAIN IDENTIFICATION OF HAMMERSTEIN MODELS 541

APPENDIX
Lemma 7.1: Define and the first part follows. The second and the third parts are
standard results [16], [19] if Part 1 holds. To show the last part,
note from Part 1

for any . Let , , , . It follows that

Then, we have the following statements under Assumption 2.1.
1) Let be the output of an unknown proper and stable
linear system driven by a zero mean white noise with for some and this implies
a finite variance . Then, the autocorre-
lation function of satisfies

Then, the conclusion from [16] or [19].

for some constants , and . REFERENCES

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