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Linear Approximations of Nonlinear FIR Systems for Separable Input Processes
Linköpings universitet, Institutionen för systemteknik, Reglerteknik. Linköpings universitet, Tekniska högskolan.
Linköpings universitet, Institutionen för systemteknik, Reglerteknik. Linköpings universitet, Tekniska högskolan.
2005 (engelsk)Inngår i: Automatica, ISSN 0005-1098, E-ISSN 1873-2836, Vol. 41, nr 3, s. 459-473Artikkel i tidsskrift (Fagfellevurdert) Published
Abstract [en]

Nonlinear systems can be approximated by linear time-invariant (LTI) models in-many ways. Here, LTI models that are optimal approximations in the mean-square error sense are analyzed. A necessary and sufficient condition on the input signal for the optimal LTI approximation of an arbitrary nonlinear finite impulse response (NFIR) system to be a linear finite impulse response (FIR) model is presented. This condition says that the in ut should be separable of a certain order, i.e., that certain conditional expectations should be,P linear. For the special case of Gaussian input signals, this condition is closely related to a generalized version of Bussgang's classic theorem about static nonlinearities. It is shown that this generalized theorem can be used for structure identification and for the identification of generalized Wiener-Hammerstein systems.

sted, utgiver, år, opplag, sider
Elsevier, 2005. Vol. 41, nr 3, s. 459-473
Emneord [en]
System identification, Mean-square error, Nonlinear systems, Linearization
HSV kategori
Identifikatorer
URN: urn:nbn:se:liu:diva-46142DOI: 10.1016/j.automatica.2004.11.016OAI: oai:DiVA.org:liu-46142DiVA, id: diva2:267038
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© 2004 Elsevier Ltd. All rights reserved.

Tilgjengelig fra: 2009-10-11 Laget: 2009-10-11 Sist oppdatert: 2017-12-13

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