Consistent methods of identification of non-linear systems: An analysis and solution approach

The paper investigates in details some approaches to the stochastic non-linear system identification within a concept utilizing the notion of the consistency of measures of dependence of random values (in the sense of A.N. Kolmogorov). As a result of such an analysis, a consistent identification technique based on the Kimeldorf-Sampson´ monotone dependence notion is proposed.