DocumentCode
930228
Title
Nonlinear systems analysis with non-Gaussian white stimuli; General basis functionals and kernels (Corresp.)
Author
Klein, Stanley ; Yasui, Syozo
Volume
25
Issue
4
fYear
1979
fDate
7/1/1979 12:00:00 AM
Firstpage
495
Lastpage
500
Abstract
The Wiener-Lee-Schetzen scheme of using Gaussian white noise to test a nonlinear dynamical system is extended in two ways. 1) An arbitrary non-Ganssian white noise stationary signal can be used as the test stimulus. 2) An arbitrary function of this stimulus can then be used as the analyzing function for cross correlating with the response to obtain the kernels characterizing the system. Closed form expressions are given for the generalized orthogonal basis functions. The generalized kernels are expanded in terms of Volterra kernels and Wiener kernels. The expansion coefficients are closely related to the cumulants of the stimulus probability distribution. These results are applied to the special case of a Gaussian stimulus and a three-level analysis function. For this case a detailed analysis is Lade of the magnitude of the deviation of the kernels obtained with the ternary truncation as compared to the Wiener kernels obtained by cross correlating with the same Gaussian as was used for the stimulus. The deviations are found to be quite small.
Keywords
Correlation methods; Nonlinear systems; Volterra series; Wiener processes; Biology; Filtering theory; Gaussian distribution; Kernel; Nonlinear dynamical systems; Nonlinear filters; Nonlinear systems; Stochastic processes; System testing; White noise;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1979.1056054
Filename
1056054
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