This paper investigates the accuracy of the linear model estimate that
forms a part of an overall Hammerstein model structure. A key finding here
is that the process of estimating a non-linear element can have a dramatic
effect on the associated estimate of the linear component.
This effect is not explained simply by way of
considering how the input spectrum is changed by the non-linearity. Instead, it
arises that the estimate variability may be dominated by a term that depends on the frequency
response of the linear system itself. This has implications for experiment design for Hammerstein system estimation.