Title :
Best causal mathematical models for a nonlinear system
Author :
Torokhti, Anatoli ; Howlett, Phil ; Pearce, Charles
Author_Institution :
Centre for Ind. & Applicable Math., Univ. of South Australia, Mawson Lakes, SA, Australia
fDate :
5/1/2005 12:00:00 AM
Abstract :
We provide new causal mathematical models of a nonlinear system S which are specifications of a nonlinear operator Pp of degree p=1,2,.... The operator Pp is determined from a special orthogonalization procedure and minimization of the mean squared difference between outputs of S and Pp. As a result, these models have smallest possible associated errors in the class of such operators Pp. The causality condition is implemented through the use of specific matrices called lower trapezoidal. The associated computational work is reduced by the use of the orthogonalization procedure. We provide a strict justification of the proposed approach including theorems on an explicit representatoin of the models´ parameters, and theorems on the associated error representation. The possible extensions of the proposed approach and its potential applications are outlined.
Keywords :
causality; mathematical operators; mean square error methods; nonlinear systems; associated error representation; best causal mathematical models; causality condition; input-output map; mean squared difference; nonlinear operator; nonlinear system; orthogonalization procedure; Australia; Cost function; Hilbert space; Lakes; Linear systems; Mathematical model; Mathematics; Nonlinear systems; Polynomials; Stochastic systems; Causality; input–output map; nonlinear systems;
Journal_Title :
Circuits and Systems I: Regular Papers, IEEE Transactions on
DOI :
10.1109/TCSI.2005.846673