Efficient algorithms for Volterra system identification

DOI10.1109/78.796438MaRDI QIDQ2732896zbMATH OpenOpenAlexFDO

Authors George-Othon A. Glentis, P. Koukoulas, N. Kalouptsidis

Publication date 2 December 2001

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/78.796438

zbMATH Keywords

discrete-time symmetric Volterra modelsleast squareslinear regressionmemory length of the systemmultichannel embedding approachorder-recursive schemesstructure determination

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) System identification (93B30) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12)

Review text

The identification task of discrete-time finite-dimensional (polynomial) symmetric Volterra models is considered in the linear regression and least squares framework. It is shown that the normal equations for such a Volterra system driven by a zero mean Gaussian process possess a unique solution if and only if the spectral density of the input does not vanish at least at \(m\) distinct frequencies, where \(m\) is the memory length of the system. A systematic account of the multichannel embedding approach is provided, and a mapping of a single-input single-output Volterra model to an equivalent multi-input single-output multichannel linear model is proposed. Using this representation, efficient algorithms for the least squares estimation of the Volterra kernel values are derived for batch and adaptive processing. Also, various order-recursive schemes for the structure determination of the unknown system are discussed, and a new algorithm for hierarchically structured Volterra models is proposed. The presented techniques are illustrated by means of simulation examples.

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