Hammerstein Box-Jenkins System Identification of the Cascaded Tanks Benchmark System

Algorithm 1

Summary of the proposed identification algorithm.

(1)	Find initial guess using IV method.
(2)	Compute using (5), and then fit using LS.
(3)	Find and as in (18) and (19).
(4)	Calculate the updated step , (26), and then update, , (16).
(5)	Compute , (5), using updated , and fit .
(6)	Using LS.
(7)	Compute the error and cost function, and , respectively.
(8)	If the cost decreases.
(9)	If is significant Then
(10)	Exit
(11)	else increase speed of convergence by setting the update step , then go back to step 3
(12)	End
(13)	else the cost, , increases Then
(14)	Decrease the speed of convergence by setting: and go back to step 5
(15)	end