%0 Book Section %A Cerone, Vito %A Piga, Dario %A Regruto, Diego %B Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference (CDC-ECC) %D 2011 %F eprints:2445 %I IEEE %K Decision support systems; Noise; Optimization; Polynomials; Uncertain systems; Uncertainty; Vector %P 2819-2824 %T Set-membership identification of Hammerstein-Wiener systems %U http://eprints.imtlucca.it/2445/ %X 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. %Z 50th IEEE Conference on Decision and Control and European Control Conference (CDC-ECC), held in Orlando USA), December 12-15, 2011