@incollection{eprints2445, booktitle = {Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference (CDC-ECC)}, note = {50th IEEE Conference on Decision and Control and European Control Conference (CDC-ECC), held in Orlando USA), December 12-15, 2011}, publisher = {IEEE}, author = {Vito Cerone and Dario Piga and Diego Regruto}, title = {Set-membership identification of Hammerstein-Wiener systems}, year = {2011}, month = {December}, pages = {2819--2824}, url = {http://eprints.imtlucca.it/2445/}, abstract = {Set-membership identification of Hammerstein-Wiener models is addressed in the paper. First, it is shown that computation of tight parameter bounds requires the solutions to a number of nonconvex constrained polynomial optimization problems where the number of decision variables increases with the length of the experimental data sequence. Then, a suitable convex relaxation procedure is presented to significantly reduce the computational burden of the identification problem. A detailed discussion of the identification algorithm properties is reported. Finally, a simulated example is used to show the effectiveness and the computational tractability of the proposed approach.}, keywords = {Decision support systems; Noise; Optimization; Polynomials; Uncertain systems; Uncertainty; Vector} }