Title :
Nonparametric identification of a particular nonlinear time series system
Author :
Pawlak, Miroslaw
Author_Institution :
Dept. of Electr. & Comput. Eng., Manitoba Univ., Winnipeg, Man., Canada
Abstract :
A nonlinear time series system of cascade structure is identified. The system consists of a nonlinear memoryless element followed by a dynamic linear subsystem. Given a color Gaussian input, the Hermite polynomials based method for recovering the system nonlinearity is presented. The algorithm is carried out by solving an integral equation related to the identification problem. The consistency along with rates of convergence is established. No assumptions concerning continuity of the characteristic or its functional form are required
Keywords :
control nonlinearities; nonlinear systems; polynomials; time series; Hermite polynomials; cascade structure; color Gaussian input; convergence; identification; integral equation; nonlinear time series system; nonlinearity; Convergence; Gaussian processes; Integral equations; Kernel; Nonlinear dynamical systems; Nonlinear systems; Polynomials; Random variables; Stochastic processes; Vectors;
Conference_Titel :
Decision and Control, 1990., Proceedings of the 29th IEEE Conference on
Conference_Location :
Honolulu, HI
DOI :
10.1109/CDC.1990.203582
