Linear Models of Nonlinear FIR Systems with Gaussian Inputs
2002 (English)Report (Other academic)
We show a result that can be viewed as a generalization of Bussgang's classic theorem about static non-linearities with Gaussian inputs. This new result is used to characterize the best linear approximation of a non-linear finite impulse response (NFIR) system with a Gaussian input. The best linear approximation is here defined as the causal LTI system that minimizes the expected squared prediction error. Furthermore, we discuss how this characterization can be used for structure identication and for identication of generalized Hammerstein and Wiener systems.
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2002. , 10 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2462
System identification, Nonlinear FIR system, Gaussian input, Bussgang's theorem
IdentifiersURN: urn:nbn:se:liu:diva-55891ISRN: LiTH-ISY-R-2462OAI: oai:DiVA.org:liu-55891DiVA: diva2:316641