Nonlinear system identification using autoregressive quadratic models.

DOI10.1016/S0165-1684(00)00213-9MaRDI QIDQ5940844zbMATH OpenOpenAlexFDO

Authors Jean-Marc Le Caillec, René Garello

Publication date 20 August 2001

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1684(00)00213-9

zbMATH Keywords

Higher-order statisticsNonlinear autoregressive modelNonlinear blind source separationNonlinear system identification

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) System identification (93B30) Identification in stochastic control theory (93E12)

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Cited in

(5)

• Identification of the coefficients in a non-linear time series of the quadratic type
• Nonlinear system identification using quasi-ARX RBFN models with a parameter-classified scheme
• Series arc fault detection algorithm based on autoregressive bispectrum analysis
• Identification of quadratic Volterra systems driven by non-Gaussian processes
• Spectral inversion of second order Volterra models based on the blind identification of Wiener models

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