Linear Models of Nonlinear FIR Systems with Gaussian Inputs
نویسنده
چکیده
We show a result that can be viewed as a generalization of Bussgang’s classic theorem about static nonlinearities with Gaussian inputs. This new result is used to characterize the best linear approximation of a nonlinear finite impulse response (NFIR) system with a Gaussian input. The best linear approximation is here defined as the causal LTI system that minimizes the expected squared prediction error. Furthermore, we discuss how this characterization can be used for structure identification and for identification of generalized Hammerstein and Wiener systems.
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تاریخ انتشار 2002