A Unifying View of Wiener and Volterra Theory and Polynomial Kernel Regression

DOI10.1162/neco.2006.18.12.3097zbMath1127.94316OpenAlexW2085560853WikidataQ51930647 ScholiaQ51930647MaRDI QIDQ3421385

Bernhard Schölkopf, Matthias O. Franz

Publication date: 12 February 2007

Published in: Neural Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1162/neco.2006.18.12.3097

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Brownian motion (60J65) Identification in stochastic control theory (93E12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cites Work

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• A Weierstrass theorem for real, separable Hilbert spaces
• 10.1162/153244302760185252
• Fading memory and the problem of approximating nonlinear operators with Volterra series
• Orthogonal functionals of independent-increment processes
• The Volterra Representation and the Wiener Expansion: Validity and Pitfalls
• Stochastic Identification Methods for Nonlinear Systems: An Extension of the Wiener Theory
• A theory of non-linear system identification
• Closure and completeness of Wiener's orthogonal set {Gn} in the class L2(Ω, B, μ) and its application to stochastic heriditary dif
• Orthogonal functionals of the Poisson process
• A bibliography on nonlinear system identification.

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