Refined Instrumental Variable Methods for Hammerstein Box-Jenkins Models

  • Vincent Laurain
  • Marion Gilson
  • Hugues Garnier


This chapter presents an estimation method for Hammerstein models under colored added noise conditions. The proposed method is detailed for both continuous-time and discrete-time models and is based on the refined instrumental variable method. In order to use a regression form, the Hammerstein model is reformulated as an augmented multi-input-single-output linear time invariant model. The performance of the proposed methods are exposed through relevant Monte Carlo simulation examples.


Noise Model Monte Carlo Simulation Result Hammerstein Model Instrumental Variable Method Hammerstein System 
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Copyright information

© Springer-Verlag London Limited 2012

Authors and Affiliations

  • Vincent Laurain
    • 1
  • Marion Gilson
    • 1
  • Hugues Garnier
    • 1
  1. 1.CNRSNancy-UniversitéVandoeuvre-lès-Nancy CedexFrance

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