Subspace identification methods for Hammerstein systems: rank constraint and dimension problem

This article studies the subspace identification methods (SIMs) for Hammerstein systems with major focus on a rank constraint and the related dimension problem. We analyse the effects of the rank constraint on the three steps of a unifying framework for SIMs: the rank constraint has no effect on the first two steps, but does so on the third step. If the rank constraint is ignored, as in the existing over-parametrised method (OPM) for Hammerstein system identification, the optimality of the resulting estimate can still be established. Even so, the OPM may suffer from the dimension problem resulting in a low numerical efficiency. To resolve the dimension problem, we propose a new subspace-based method, named as the least-parametrised method (LPM), for identification of Hammerstein systems with non-coupling input nonlinearities. Simulation results are provided to demonstrate the effectiveness of the LPM, and show the necessity of considering the rank constraint to improve the numerical efficiency.