Adaptive kernel canonical correlation analysis algorithms for nonparametric identification of Wiener and Hammerstein systems

TitleAdaptive kernel canonical correlation analysis algorithms for nonparametric identification of Wiener and Hammerstein systems
Publication TypeJournal Article
Year of Publication2008
AuthorsS. Van Vaerenbergh, J. Vía, and I. Santamaría
JournalEURASIP Journal on Advances in Signal Processing
Month PublishedApril
AbstractThis paper treats the identification of nonlinear systems that consist of a cascade of a linear channel and a nonlinearity, such as the well-known Wiener and Hammerstein systems. In particular, we follow a supervised identification approach that simultaneously identifies both parts of the nonlinear system. Given the correct restrictions on the identification problem, we show how kernel canonical correlation analysis (KCCA) emerges as the logical solution to this problem.We then extend the proposed identification algorithm to an adaptive version allowing to deal with time-varying systems. In order to avoid overfitting problems, we discuss and compare three possible regularization techniques for both the batch and the adaptive versions of the proposed algorithm. Simulations are included to demonstrate the effectiveness of the presented algorithm.
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