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
fDate :
June 29 2014-July 2 2014
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;
Conference_Titel :
Statistical Signal Processing (SSP), 2014 IEEE Workshop on
Conference_Location :
Gold Coast, VIC
DOI :
10.1109/SSP.2014.6884614