• DocumentCode
    800924
  • Title

    Best causal mathematical models for a nonlinear system

  • Author

    Torokhti, Anatoli ; Howlett, Phil ; Pearce, Charles

  • Author_Institution
    Centre for Ind. & Applicable Math., Univ. of South Australia, Mawson Lakes, SA, Australia
  • Volume
    52
  • Issue
    5
  • fYear
    2005
  • fDate
    5/1/2005 12:00:00 AM
  • Firstpage
    1013
  • Lastpage
    1020
  • Abstract
    We provide new causal mathematical models of a nonlinear system S which are specifications of a nonlinear operator Pp of degree p=1,2,.... The operator Pp is determined from a special orthogonalization procedure and minimization of the mean squared difference between outputs of S and Pp. As a result, these models have smallest possible associated errors in the class of such operators Pp. The causality condition is implemented through the use of specific matrices called lower trapezoidal. The associated computational work is reduced by the use of the orthogonalization procedure. We provide a strict justification of the proposed approach including theorems on an explicit representatoin of the models´ parameters, and theorems on the associated error representation. The possible extensions of the proposed approach and its potential applications are outlined.
  • Keywords
    causality; mathematical operators; mean square error methods; nonlinear systems; associated error representation; best causal mathematical models; causality condition; input-output map; mean squared difference; nonlinear operator; nonlinear system; orthogonalization procedure; Australia; Cost function; Hilbert space; Lakes; Linear systems; Mathematical model; Mathematics; Nonlinear systems; Polynomials; Stochastic systems; Causality; input–output map; nonlinear systems;
  • fLanguage
    English
  • Journal_Title
    Circuits and Systems I: Regular Papers, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1549-8328
  • Type

    jour

  • DOI
    10.1109/TCSI.2005.846673
  • Filename
    1427909