Title :
Identification of discrete-time nonlinear systems
Author :
Hunt, L.R. ; DeGroat, R.D. ; Linebarger, D.A.
Author_Institution :
Center for Eng. Math., Texas Univ., Dallas, TX, USA
Abstract :
A major reason for the success of linear autoregressive (AR) modeling is that Kolmogorov proved that every linear system could be represented by a linear AR model of infinite order. The computation of a finite order AR approximation is, of course, the practical goal. We have proven that every nonlinear system can be represented as a nonlinear AR (no zeros) model of infinite order. Our method shows how an approximation to any desired order and degree can be achieved
Keywords :
discrete time systems; identification; nonlinear systems; stochastic processes; time series; discrete-time nonlinear systems; finite order AR approximation; identification; linear autoregressive modeling; Autocorrelation; Delay effects; Difference equations; Linear systems; Mathematics; Nonlinear equations; Nonlinear systems; Transfer functions;
Conference_Titel :
Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
Conference_Location :
San Antonio, TX
Print_ISBN :
0-7803-1298-8
DOI :
10.1109/CDC.1993.325765
