Estimating Nonlinear Systems in a Neighborhood of LTI-approximants
2002 (English)Report (Other academic)
The estimation of Linear Time Invariant (LTI) models is a standard procedure in system identification. Any real-life system will however be nonlinear and time-varying, and the estimated model will converge to the LTI second order equivalent (LTI-SOE) of the true system. In this paper we consider some aspects of this convergence and the distance between the true system and its LTI-SOE. We show that there may be cases where even the slightest nonlinearity may cause big differences in the LTI-SOE. We also show a result that gives conditions that guarantee that the LTI-SOE is close to "the natural" LTI approximant. Finally, an upper bound on the distance between the LTI-SOE of a nonlinear FIR system with a white input signal and the linear part of the system is derived.
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2002. , 11 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2459
System identification, Nonlinear systems, Linear time invariant
IdentifiersURN: urn:nbn:se:liu:diva-55890ISRN: LiTH-ISY-R-2459OAI: oai:DiVA.org:liu-55890DiVA: diva2:316642