Pathwise Convergence of Recursive Identification Algorithms for Hammerstein Systems

This paper gives estimates for: 1) coefficients contained in the linear part of the Hammerstein system; 2) the value of the nonlinear function f(u) in the Hammerstein system at any u; 3) Ef(u/sub k/) and Eu/sub k/f(u/sub k/) with u/sub k/ denoting the system input. No assumption is made on structure of f(/spl middot/). The estimates given by the stochastic approximation algorithms with expanding truncations are recursive and convergent to the true values with probability one. Two numerical examples are given.