DocumentCode
3077977
Title
Nonparametric identification of a particular nonlinear time series system
Author
Pawlak, Miroslaw
Author_Institution
Dept. of Electr. & Comput. Eng., Manitoba Univ., Winnipeg, Man., Canada
fYear
1990
fDate
5-7 Dec 1990
Firstpage
216
Abstract
A nonlinear time series system of cascade structure is identified. The system consists of a nonlinear memoryless element followed by a dynamic linear subsystem. Given a color Gaussian input, the Hermite polynomials based method for recovering the system nonlinearity is presented. The algorithm is carried out by solving an integral equation related to the identification problem. The consistency along with rates of convergence is established. No assumptions concerning continuity of the characteristic or its functional form are required
Keywords
control nonlinearities; nonlinear systems; polynomials; time series; Hermite polynomials; cascade structure; color Gaussian input; convergence; identification; integral equation; nonlinear time series system; nonlinearity; Convergence; Gaussian processes; Integral equations; Kernel; Nonlinear dynamical systems; Nonlinear systems; Polynomials; Random variables; Stochastic processes; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1990., Proceedings of the 29th IEEE Conference on
Conference_Location
Honolulu, HI
Type
conf
DOI
10.1109/CDC.1990.203582
Filename
203582
Link To Document