In this paper, we present a technique for estimating the input nonlinearity of a Hammerstein system by using multiple orthogonal ersatz nonlinearities. Theoretical analysis shows that by replacing the unknown input nonlinearity by an ersatz nonlinearity, the estimates of the Markov parameters of the plant are correct up to a scalar factor, which is related to the inner product of the true input nonlinearity and the ersatz nonlinearity. These coefficients are used to construct and estimate the true nonlinearity represented as an orthogonal basis expansion. We demonstrate this technique by using a Fourier series expansion as well as orthogonal polynomials. We show that the kernel of the inner product associated with the orthogonal basis functions must be chosen to be the density function of the input signal.

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