Second-order Volterra system identification

DOI10.1109/78.887051MaRDI QIDQ2734437zbMATH OpenOpenAlexFDO

Authors P. Koukoulas, N. Kalouptsidis

Publication date 14 May 2002

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

Full work available at URL https://doi.org/10.1109/78.887051

zbMATH Keywords

filterFredholm integral equationsinput-output crosscumulantpositive power spectral densitysecond-order Volterra system identificationVolterra kernels

Mathematics Subject Classification ID

System identification (93B30) Nonlinear systems in control theory (93C10) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Review text

The paper deals with second-order Volterra system identification. The system is described as NEWLINE\[NEWLINEy(n)= h_0+ \sum^\infty_{i=0} h_1(i) u(n- i)+ \sum^\infty_{i= 0} \sum^\infty_{j=0} h_2(i,j) u(n-i) u(n- j)+ \eta(n)NEWLINE\]NEWLINE with input \(u\), output \(y\) and disturbance \(\eta\). The input is assumed to be a zero mean \(k\)th-order stationary stochastic process with a positive power spectral density. Closed-form expressions for the Volterra kernels and for general random inputs are derived. The formulas are rather long and complicated. Input-output crosscumulant expressions are formulated as Fredholm integral equations. They are approximately solved by the determinant method. Exact expressions of the Volterra kernels are obtained for special filtered signals.

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• A cumulant based algorithm for the identification of input-output quadratic systems
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