Identification of discrete-time state affine state space models using cumulants
Automatica (Journal of IFAC)
Nonlinear Audio Systems Identification Through Audio Input Gaussianization
IEEE/ACM Transactions on Audio, Speech and Language Processing (TASLP)
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This paper studies input signals for the identification of nonlinear discrete-time systems modeled via a truncated Volterra series representation. A Kronecker product representation of the truncated Volterra series is used to study the persistence of excitation (PE) conditions for this model. It is shown that i.i.d. sequences and deterministic pseudorandom multilevel sequences (PRMS's) are PE for a truncated Volterra series with nonlinearities of polynomial degree N if and only if the sequences take on N+1 or more distinct levels. It is well known that polynomial regression models, such as the Volterra series, suffer from severe ill-conditioning if the degree of the polynomial is large. The condition number of the data matrix corresponding to the truncated Volterra series, for both PRMS and i.i.d. inputs, is characterized in terms of the system memory length and order of nonlinearity. Hence, the trade-off between model complexity and ill-conditioning is described mathematically. A computationally efficient least squares identification algorithm based on PRMS or i.i.d. inputs is developed that avoids directly computing the inverse of the correlation-matrix. In many applications, short data records are used in which case it is demonstrated that Volterra filter identification is much more accurate using PRMS inputs rather than Gaussian white noise inputs