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Dynamic system identification with order statistics

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2 Author(s)
Greblicki, W. ; Inst. of Eng. Cybern., Tech. Univ. Wroclaw, Poland ; Pawlak, M.

Systems consisting of linear dynamic and memory-less nonlinear subsystems are identified. The paper deals with systems in which the nonlinear element is followed by a linear element, as well as systems in which the subsystems are connected in parallel. The goal of the identification is to recover the nonlinearity from noisy input-output observations of the whole system; signals interconnecting the elements are not measured. Observed values of the input signal are rearranged in increasing order, and coefficients for the expansion of the nonlinearity in trigonometric series are estimated from the new sequence of observations obtained in this way. Two algorithms are presented, and their mean integrated square error is examined. Conditions for pointwise convergence are also established. For the nonlinearity satisfying the Lipschitz condition, the error converges to zero. The rate of convergence derived for differentiable nonlinear characteristics is insensitive to the roughness of the probability density of the input signal. Results of numerical simulation are also presented

Published in:

Information Theory, IEEE Transactions on  (Volume:40 ,  Issue: 5 )

Date of Publication:

Sep 1994

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