Nonlinear system identification using Gaussian inputs

  • Authors:
  • P. Koukoulas;N. Kalouptsidis

  • Affiliations:
  • Dept. of Inf., Athens Univ.;-

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 1995

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Abstract

The paper is concerned with the identification of nonlinear systems represented by Volterra expansions and driven by stationary, zero mean Gaussian inputs, with arbitrary spectra that are not necessarily white. Procedures for the computation of the Volterra kernels both in the time as well as in the frequency domain are developed based on cross-cumulant information. The derived kernels are optimal in the mean squared error sense for noncausal systems. Order recursive procedures based on minimum mean squared error reduction are derived. More general input output representations that result when the Volterra kernels are expanded in a given orthogonal base are also considered