Abstract Both varying-coefficient and additive models have been studied extensively in the literature as extensions to linear models. They have also been extended to functional response data. However, existing extensions are still not sufficiently flexible to reflect the functional feature of the responses. In this paper, we extend both varying-coefficient and additive models to a much more fle...

Article history: Received 26 September 2014 Accepted 6 February 2015 Available online 28 February 2015

Identification of linear and nonlinear time-varying systems is investigated and a new wavelet model identification algorithm is introduced. By expanding each time-varying coefficient using a multiresolution wavelet expansion, the time-varying problem is reduced to a time invariant problem and the identification reduces to regressor selection and parameter estimation. Several examples are includ...

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