The estimation of diagonal elements of a Wiener model kernel is a well-known problem. The new operators and notations proposed here aim at the implementation of efficient and accurate nonparametric algorithms for the identification of diagonal points. The formulas presented here allow a direct implementation of Wiener kernel identification up to the th order. Their efficiency is demonstrated by simulations conducted on discrete Volterra systems up to fifth order.
Diagonal kernel point estimation of n-th order discrete Volterra-Wiener systems
M. PIRANI
;
2004-01-01
Abstract
The estimation of diagonal elements of a Wiener model kernel is a well-known problem. The new operators and notations proposed here aim at the implementation of efficient and accurate nonparametric algorithms for the identification of diagonal points. The formulas presented here allow a direct implementation of Wiener kernel identification up to the th order. Their efficiency is demonstrated by simulations conducted on discrete Volterra systems up to fifth order.File in questo prodotto:
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