Title :
Nonparametric identification of a particular nonlinear time series system
Author :
Greblicki, W. ; Pawlak, M.
Author_Institution :
Inst. of Eng. Cybern., Tech. Univ. of Wroclaw, Poland
fDate :
4/1/1992 12:00:00 AM
Abstract :
A nonlinear time series system is identified. The system has a cascade structure, that is, it consists of a nonlinear memoryless element followed by a dynamic linear system. Given a Gaussian input, a Hermite series based method for recovering the system nonlinearity is presented. The proposed identification procedure is nonparametric since it is able to be consistent for a broad class of nonpolynomial characteristics. The consistency and rate of convergence of the procedure are established. Also, some data-driven methods for selecting the optimal number of terms in the procedure are proposed. The results are illustrated by a numerical example
Keywords :
identification; nonlinear systems; time series; Gaussian input; Hermite series; convergence rate; data-driven methods; dynamic linear system; nonlinear memoryless element; nonlinear time series system; nonparametric identification; nonpolynomial characteristics; Analytical models; Circuit noise; Circuit theory; Digital filters; Emulation; Frequency; Low pass filters; Notice of Violation; Sensitivity analysis; Transfer functions;
Journal_Title :
Signal Processing, IEEE Transactions on
