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Non-linear System Identification

Recursive identification of non-linear systems via (truncated) Volterra series models is investigated. Besides a detailed analysis of asymptotic properties of a stochastic gradient algorithm (a generalization of linear results), the implications of the degree of the polynomial model on the resulting asymptotic properties are closely examined. This study indicates that, in some cases of interest, an attempt to improve estimation accuracy by increasing the degree of the polynomial model, might lead to poorer asymptotic estimates.

D. Levanony, N. Berman (Dept. of Mechanical Eng., Ben Gurion University, Isreal)

Thierry Baron
Mon Nov 13 10:43:02 EST 1995