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Linear Models of Nonlinear FIR Systems with Gaussian Inputs
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2003 (English)In: Proceedings of the 13th IFAC Symposium on System Identification, 2003, 1910-1915 p.Conference paper (Refereed)
Abstract [en]

We present a result that can be viewed as a generalization of Bussgang's classical theorem about static nonlinearities with Gaussian inputs. This result is used to characterize the best linear approximation of a nonlinear finite impulse response (NFIR) system with a Gaussian input. The best linear approximation is here defined as the causal and stable LTI system that minimizes the mean-square error. Furthermore, we discuss how this characterization can be used for structure identification and for identification of generalized Hammerstein and Wiener systems.

Place, publisher, year, edition, pages
2003. 1910-1915 p.
Keyword [en]
System identification, Nonlinear FIR system, Linearization, Gaussian processes, Bussgang's theorem
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-31698Local ID: 17516ISBN: 9780080437095OAI: diva2:252521
13th IFAC Symposium on System Identification, Rotterdam, The Netherlands, August, 2003
Available from: 2009-10-09 Created: 2009-10-09 Last updated: 2013-08-28

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Enqvist, Martin
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Automatic ControlThe Institute of Technology
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