Non-Parametric Nonlinear System Identification: A Data-Driven Orthogonal Basis Function Approach

In this paper, a data driven orthogonal basis function approach is proposed for non-parametric FIR nonlinear system identification. The basis functions are not fixed a priori and match the structure of the unknown system automatically. This eliminates the problem of blindly choosing the basis functions without a priori structural information. Further, based on the proposed basis functions, approaches are proposed for model order determination and regressor selection along with their theoretical justifications.