@inproceedings{47c497777eb045778a3f47af4ac009a1,
title = "Risk adjusted identification of a class of nonlinear systems",
abstract = "This paper addresses the problem of identification of a class of nonlinear systems from a set-membership standpoint. Specifically we consider structures consisting of the interconnection of a Linear Time Invariant plant and a sector bound static nonlinearity. This structure includes as special cases Hammerstein, Wiener and Hammerstein-Wiener systems. Our main result shows that, by pursuing a risk-adjusted approach, the problem can be reduced to a convex LMI optimization form that can be efficiently solved. In addition we provide a convergence analysis that points to an intrinsic limitation of any interpolatory algorithm. These results are illustrated with a simple example.",
author = "Mario Sznaier and Constantino Lagoa and Ma Wenjing",
year = "2007",
doi = "10.1109/CDC.2007.4434532",
language = "English (US)",
isbn = "1424414989",
series = "Proceedings of the IEEE Conference on Decision and Control",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "5117--5122",
booktitle = "Proceedings of the 46th IEEE Conference on Decision and Control 2007, CDC",
address = "United States",
note = "46th IEEE Conference on Decision and Control 2007, CDC ; Conference date: 12-12-2007 Through 14-12-2007",
}