Nonconservative Lagrangian mechanics II: purely causal equations of motion

This work builds on the Volterra series formalism presented in [D. W. Dreisigmeyer and P. M. Young, J. Phys. A \textbf{36}, 8297, (2003)] to model nonconservative systems. Here we treat Lagrangians and actions as `time dependent' Volterra series. We present a new family of kernels to be used in these Volterra series that allow us to derive a single retarded equation of motion using a variational principle

A kernel method for non-linear systems identification – infinite degree volterra series estimation

Volterra series expansions are widely used in analyzing and solving the problems of non-linear dynamical systems. However, the problem that the number of terms to be determined increases exponentially with the order of the expansion restricts its practical application. In practice, Volterra series expansions are truncated severely so that they may not give accurate representations of the original system. To address this problem, kernel methods are shown to be deserving of exploration. In this report, we make use of an existing result from the theory of approximation in reproducing kernel Hilbert space (RKHS) that has not yet been exploited in the systems identification field. An exponential kernel method, based on an RKHS called a generalized Fock space, is introduced, to model non-linear dynamical systems and to specify the corresponding Volterra series expansion. In this way a non-linear dynamical system can be modelled using a finite memory length, infinite degree Volterra series expansion, thus reducing the source of approximation error solely to truncation in time. We can also, in principle, recover any coefficient in the Volterra series

Linear parameter estimation for multi-degree-of-freedom nonlinear systems using nonlinear output frequency-response functions

The Volterra series approach has been widely used for the analysis of nonlinear systems. Based on the Volterra series, a novel concept named Nonlinear Output Frequency Response Functions (NOFRFs) was proposed by the authors. This concept can be considered as an alternative extension of the classical frequency response function for linear systems to the nonlinear case. In this study, based on the NOFRFs, a novel algorithm is developed to estimate the linear stiffness and damping parameters of multi-degree-of-freedom (MDOF) nonlinear systems. The validity of this NOFRF based parameter estimation algorithm is demonstrated by numerical studies

Versatile surrogate models for IC buffers

In previous papers [1,2] the authors have investigated the use of Volterra series in the identification of IC buffer macro-models. While the approach benefited from some of the inherent qualities of Volterra series it preserved the two-state paradigm of earlier methods (see [3] and its references) and was thus limited in its versatility. In the current paper the authors tackle the challenge of going beyond an application or device-oriented approach and build versatile surrogate models that mimic the behavior of IC buffers over a wide frequency band and for a variety of loads thus achieving an unprecedented degree of generality. This requires the use of a more general system identification paradig

Compositional nonlinear audio signal processing with Volterra series

We develop a compositional theory of nonlinear audio signal processing based on a categorification of the Volterra series. We augment the classical definition of the Volterra series to be functorial with respect to a base category whose objects are temperate distributions and whose morphisms are certain linear transformations. This leads to formulae describing how the outcomes of nonlinear transformations are affected if their input signals are first linearly processed. We then consider how nonlinear audio systems change, and introduce as a model thereof the notion of morphism of Volterra series. We show how morphisms can be parameterized and used to generate indexed families of Volterra series, which are well-suited to model nonstationary or time-varying nonlinear phenomena. We describe how Volterra series and their morphisms organize into a functor category, Volt, whose objects are Volterra series and whose morphisms are natural transformations. We exhibit the operations of sum, product, and series composition of Volterra series as monoidal products on Volt and identify, for each in turn, its corresponding universal property. We show, in particular, that the series composition of Volterra series is associative. We then bridge between our framework and a subject at the heart of audio signal processing: time-frequency analysis. Specifically, we show that an equivalence between a certain class of second-order Volterra series and the bilinear time-frequency distributions (TFDs) can be extended to one between certain higher-order Volterra series and the so-called polynomial TFDs. We end with prospects for future work, including the incorporation of nonlinear system identification techniques and the extension of our theory to the settings of compositional graph and topological audio signal processing.Comment: Master's thesi

Volterra Series Truncation and Kernel Estimation of Nonlinear Systems in the Frequency Domain

The Volterra series model is a direct generalisation of the linear convolution integral and is capable of displaying the intrinsic features of a nonlinear system in a simple and easy to apply way. Nonlinear system analysis using Volterra series is normally based on the analysis of its frequency-domain kernels and a truncated description. But the estimation of Volterra kernels and the truncation of Volterra series are coupled with each other. In this paper, a novel complex-valued orthogonal least squares algorithm is developed. The new algorithm provides a powerful tool to determine which terms should be included in the Volterra series expansion and to estimate the kernels and thus solves the two problems all together. The estimated results are compared with those determined using the analytical expressions of the kernels to validate the method. To further evaluate the effectiveness of the method, the physical parameters of the system are also extracted from the measured kernels. Simulation studies demonstrates that the new approach not only can truncate the Volterra series expansion and estimate the kernels of a weakly nonlinear system, but also can indicate the applicability of the Volterra series analysis in a severely nonlinear system case

Projective stochastic equations and nonlinear long memory

A projective moving average $\{X_t, t \in \mathbb{Z}\}$ is a Bernoulli shift written as a backward martingale transform of the innovation sequence. We introduce a new class of nonlinear stochastic equations for projective moving averages, termed projective equations, involving a (nonlinear) kernel $Q$ and a linear combination of projections of $X_t$ on "intermediate" lagged innovation subspaces with given coefficients $\alpha_i, \beta_{i,j}$. The class of such equations include usual moving-average processes and the Volterra series of the LARCH model. Solvability of projective equations is studied, including a nested Volterra series representation of the solution $X_t$. We show that under natural conditions on $Q, \alpha_i, \beta_{i,j}$, this solution exhibits covariance and distributional long memory, with fractional Brownian motion as the limit of the corresponding partial sums process