Orthogonalization of correlated Gaussian signals for Volterra system identification

This article presents a simple method for orthogonalizing correlated Gaussian input signals for identification of truncated Volterra systems of arbitrary order of nonlinearity P and memory length N. The procedure requires a Gram-Schmidt orthogonalizer for a vector containing N elements and some nonlinear processing of the output elements of the Gram-Schmidt processor. However, the nonlinear processors do not depend on the statistics of the input signals and, consequently, are easy to design and implement.<>