Nonlinear system identification using higher order statistics
نویسنده
چکیده
A general formula is given for the conditional mean in terms of higher order statistics. Using this formula, a general scheme for nonlinear system identi cation is introduced including a broad range of nonlinearities which depends on the probability density function of the input. As a special case of that general scheme, the polynomial system identi cation problem is treated. It is shown that our general scheme yields straightforward theoretical results in the case of polynomial discretetime system identi cation.
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تاریخ انتشار 1999