Selection of the best wavelet basis for a time-varying Volterra model

To enable identification of a time-varying Volterra model using a single input/output realisation, sequences from an orthonormal basis are used to approximate the time-variation. Our work concerns the choice of sequences from a library which comprises several bases. Using a library of wavelet packets allows the use of the best basis algorithm. We apply the best basis algorithm in order to select the wavelet packets for approximating the true system´s time-variation in the model. The minimum entropy criterion determines the most efficient basis approximation enabling a minimum number of sequences to be used, leading to a more parsimonious model.