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System Identication Project Report
Fei Gao
11th August 2013
1 Introduction
The goal of this project is to identify the best linear model of a Wiener-
Hammerstein nonlinear system. With a limited maximum input magnitude,
an approximation can be made which assumes that the system is linear but
disturbed by nonlinear distortions. In other words, the nonlinear system is
considered as a linear model plus a noise source. This linear model is called
the best linear approximation (BLA) of the nonlinear system.
The identication procedure starts from measuring the frequency re-
sponse function (FRF) of the BLA. A random phase multi-sine signal is
designed as the input of the system. This signal is periodic, so that multiple
periods can be measured during each realisation. This allows us to char-
acterise the variation induced by the random measurement noise. Several
realisations are performed. For each realisation, the input excitation signal
has the same spectrum and root mean square (RMS) value, however a dier-
ent set of random phases. As a result, the variation induced by the nonlinear
eect can then be estimated. An advanced method is also introduced which
requires only one realisation of measurement.
The result of the FRF measurements provides a nonparametric model of
the system. This nonparametric model consists of the transfer function only
at a selected set of frequencies. Furthermore, a more general transfer function
can be generated from this measurement result. This transfer function is a
parametric model of the system which employs a nite number of parameters.
2 Nonparametric Modelling
This section describes the measurement steps for identifying the best linear
approximation (BLA) of a Wiener-Hammerstein nonlinear system. First of
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