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

DOI10.1016/S0898-1221(97)00002-3MaRDI QIDQ679257zbMATH OpenFDO

Authors T. Dewson, A. D. Irving, Gy. Terdik

Publication date 4 December 1997

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

Full work available at URL https://doi.org/10.1016/S0898-1221(97)00002-3

zbMATH Keywords

moment hierarchyorthogonalization of the input datatime series dataVolterra kernel estimation

Mathematics Subject Classification ID

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

Review text

Two distinct approaches of Wiener [\textit{N. Wiener}, Response of a nonlinear device to noise. MIT Radiation Laboratory Report 165 (1942), and Nonlinear problems in random theory, John Wiley, New York (1958; Zbl 0121.12302)], developed to identify nonlinear systems are considered. Due to the fact that an excessive number of coefficients are needed to characterize the system of interest, Wiener's approaches are impractical and difficult to implement on computers. To resolve this problem, the method of the orthogonalization of the input data in the Gaussian case and the method of moment hierarchy are established and considered. When the expansion contains orthogonal terms, the Volterra kernel estimation is given. A relationship between the kernels in case of orthogonal and nonorthogonal expansion is established. At the end, numerical examples are employed to compare the two methods established in this work.

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Cites work

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Cited in

(8)

• Nonlinear low-complexity orthogonal models of systems
• Multiwavelet constructions and Volterra kernel identification
• General methodology for nonlinear modeling of neural systems with Poisson point-process inputs
• scientific article; zbMATH DE number 992649 (Why is no real title available?)
• A Unifying View of Wiener and Volterra Theory and Polynomial Kernel Regression
• scientific article; zbMATH DE number 4032858 (Why is no real title available?)
• Identification of discrete Volterra series using maximum length sequences
• Non-linear parameter estimation using Volterra and Wiener theories

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