Nonlinear schur-type orthogonal transformations of higher-order stochastic processes: An overview of current topics

We present nonlinear Schur-type orthogonal representations of nonlinear filters of the Volterra-Wiener class for higher-order and non-Gaussian stochastic processes, and propose efficient and numerically attractive solutions of the orthogonal transformations (innovations, stochastic modeling) for this class of processes.