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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, p. 1910-1915Conference paper, Published 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. p. 1910-1915
Keyword [en]
System identification, Nonlinear FIR system, Linearization, Gaussian processes, Bussgang's theorem
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-31698Local ID: 17516ISBN: 9780080437095 (print)OAI: oai:DiVA.org:liu-31698DiVA, id: diva2:252521
Conference
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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  • apa
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Output format
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