Correlation Analysis Algorithm-Based Multiple-Input Single-Output Wiener Model with Output Noise

Abstract

A novel identification algorithm for the correlation analysis-based multiple-input single-output (MISO) neurofuzzy Wiener model with noise is proposed. Firstly, several sets of Gaussian signals are utilized to realize the decoupling between the dynamic linear blocks and the static nonlinear blocks of a MISO Wiener system. Then, the correlation analysis is adopted to identify the parameters of the linear parts, and the problem that the output of static nonlinear block is immeasurable can be solved. As a result, it can circumvent the problem of initialization and convergence of the model parameters encountered by the existing iterative approach used for the identification of the Wiener model. Next, the least-squares algorithm is employed to estimate the consequent parameters of the nonlinear blocks which can avoid the influence of noise. Finally, examples are used to illustrate the performance of the proposed method.