Estimation of generalised frequency response functions

Volterra series theory has a wide application in the representation, analysis, design and control of nonlinear systems. A new method of estimating the Volterra kernels in the frequency domain is introduced based on a non-parametric algorithm. Unlike the traditional non-parametric methods using the DFT transformed input-output data, this new approach uses the time domain measurements directly to estimate the frequency domain response functions

Nonlinear system modeling based on constrained Volterra series estimates

A simple nonlinear system modeling algorithm designed to work with limited \emph{a priori }knowledge and short data records, is examined. It creates an empirical Volterra series-based model of a system using an $l_{q}$-constrained least squares algorithm with $q\geq 1$. If the system $m\left( \cdot \right)$ is a continuous and bounded map with a finite memory no longer than some known $\tau$, then (for a $D$ parameter model and for a number of measurements $N$) the difference between the resulting model of the system and the best possible theoretical one is guaranteed to be of order $\sqrt{N^{-1}\ln D}$, even for $D\geq N$. The performance of models obtained for $q=1,1.5$ and $2$ is tested on the Wiener-Hammerstein benchmark system. The results suggest that the models obtained for $q>1$ are better suited to characterize the nature of the system, while the sparse solutions obtained for $q=1$ yield smaller error values in terms of input-output behavior

An experimental study of nonlinear dynamic system identification

A technique for robust identification of nonlinear dynamic systems is developed and illustrated using both simulations and analog experiments. The technique is based on the Minimum Model Error optimal estimation approach. A detailed literature review is included in which fundamental differences between the current approach and previous work is described. The most significant feature of the current work is the ability to identify nonlinear dynamic systems without prior assumptions regarding the form of the nonlinearities, in constrast to existing nonlinear identification approaches which usually require detailed assumptions of the nonlinearities. The example illustrations indicate that the method is robust with respect to prior ignorance of the model, and with respect to measurement noise, measurement frequency, and measurement record length