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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.
2002 (English)In: Proceedings of the 4th Conference on Computer Science and Systems Engineering, 2002, 147-151 p.Conference paper (Other academic)
Abstract [en]

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
2002. 147-151 p.
Keyword [en]
System identification, Nonlinear FIR system, Gaussian input, Bussgang's theorem
National Category
Engineering and Technology Control Engineering
URN: urn:nbn:se:liu:diva-90270OAI: diva2:614244
4th Conference on Computer Science and Systems Engineering, Norrköping, Sweden, October, 2002
Available from: 2013-04-03 Created: 2013-03-24 Last updated: 2013-04-03

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Enqvist, Martin
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Automatic ControlThe Institute of Technology
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