Estimating of Volterra kernels in case of moment hierarchy and orthogonal representation

DOI10.1016/S0898-1221(97)00002-3zbMath0876.93009MaRDI QIDQ679257

T. Dewson, A. D. Irving, Gyorgy H. Terdik

Publication date: 4 December 1997

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

zbMATH Keywords

time series datamoment hierarchyorthogonalization of the input dataVolterra kernel estimation

Mathematics Subject Classification ID

System identification (93B30) Nonlinear systems in control theory (93C10) General systems theory (93A99)

Cites Work

• General nonlinear response of a single input system to stochastic excitations
• The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
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