Implicit estimation of wiener series

The Wiener series is one of the standard methods to systematically characterize the nonlinearity of a system. The classical estimation method of the expansion coefficients via cross-correlation suffers from severe problems that prevents its application to high-dimensional and strongly nonlinear systems. We propose an implicit estimation method based on regression in a reproducing kernel Hubert space that alleviates these problems. Experiments show performance advantages in terms of convergence, interpretability, and system sizes that can be handled