• DocumentCode
    1790768
  • Title

    Faà Di Bruno´s formula and volterra series

  • Author

    Clark, Daniel E. ; Houssineau, Jeremie

  • Author_Institution
    Sch. of Eng. & Phys. Sci., Heriot-Watt Univ., Edinburgh, UK
  • fYear
    2014
  • fDate
    June 29 2014-July 2 2014
  • Firstpage
    217
  • Lastpage
    219
  • Abstract
    Volterra series are used for modelling nonlinear systems with memory effects. The nth-order impulse response and the kernels in the series can be determined with Fréchet derivatives of Volterra series operators. Consequently, we can determine the kernels of composite systems by taking higher-order Fréchet derivatives of composite series. The generalisation of the higher-order chain rule, Faà di Bruno´s formula for variational calculus, was recently determined and this note demonstrates how it can be used to determine kernels for composite Volterra series operators.
  • Keywords
    Volterra series; nonlinear dynamical systems; transient response; Faà Di Bruno formula; composite Volterra series operators; composite system kernel; higher-order Fréchet derivatives; higher-order chain rule generalisation; memory effects; nth-order impulse response; nonlinear dynamical system modelling; variational calculus; Calculus; Conferences; Educational institutions; FAA; Kernel; Mathematical model; Signal processing;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Statistical Signal Processing (SSP), 2014 IEEE Workshop on
  • Conference_Location
    Gold Coast, VIC
  • Type

    conf

  • DOI
    10.1109/SSP.2014.6884614
  • Filename
    6884614