Identification of MIMO Hammerstein System Using Non-Stationary Separable Inputs

In correlation analysis, “separable” input signals have been well studied for the identification of Hammerstein systems, but mainly in the stationary setting. Non-stationarity arises in MISO or MIMO systems in which multiple inputs are individually separable but not jointly stationary. This paper gives a rigorous extension of separability and the associated invariance property to non-jointly-stationary processes, of which a class of random phase-modulated sinusoids is proposed for the direct identification of the linear block of a MIMO Hammerstein system.