Separable least squares identification of nonlinear Hammerstein models: application to stretch reflex dynamics.

Abstract

The Hammerstein cascade, consisting of a zero-memory nonlinearity followed by a linear filter, is often used to model nonlinear biological systems. This structure can represent some high-order nonlinear systems accurately with relatively few parameters. However, it is not possible, in general, to estimate the parameters of a Hammerstein cascade in closed form. The most effective method available to date uses an iterative approach, which alternates between estimating the linear element from a crosscorrelation, and then fitting a polynomial to the nonlinearity via linear regression. This paper proposes the use of separable least squares optimization methods to estimate the linear and nonlinear elements simultaneously in a least squares framework. A separable least squares algorithm for the identification of Hammerstein cascades is developed and used to analyze stretch reflex electromyogram data from two experimental subjects. The results show that in each case the proposed algorithm produced a better model, in that it predicted the system's response to novel inputs more accurately, than did models estimated using the traditional iterative algorithm. Monte-Carlo simulations demonstrated that when the input is a non-Gaussian, nonwhite signal, as is often the case experimentally, the traditional iterative identification approach produces biased models, whereas the separable least squares approach proposed in this paper does not.