Identification of a class of time-invariant and time-varying nonlinear systems under non-Gaussian excitation

Johnathon C. Ralston; Abdelhak M. Zoubir; Boualem Boashash

doi:10.1117/12.211393

7 June 1995 Identification of a class of time-invariant and time-varying nonlinear systems under non-Gaussian excitation

Johnathon C. Ralston, Abdelhak M. Zoubir, Boualem Boashash

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Proceedings Volume 2563, Advanced Signal Processing Algorithms; (1995) https://doi.org/10.1117/12.211393
Event: SPIE's 1995 International Symposium on Optical Science, Engineering, and Instrumentation, 1995, San Diego, CA, United States

Abstract

We consider the identification of nonlinear systems when the excitation is a non-Gaussian process. Closed from expressions are found for a class of nonlinear time-invariant as well as for time-varying systems which are excited by stationary and nonstationary inputs, respectively. The nonlinear model used represents a subset of the Volterra series, judiciously chosen so that closed form expressions can be resolved for non-Gaussian inputs. Nonlinear coherence functions are also derived in closed form. Estimation issues are discussed. Two examples are given to illustrate the general results.

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Johnathon C. Ralston, Abdelhak M. Zoubir, and Boualem Boashash "Identification of a class of time-invariant and time-varying nonlinear systems under non-Gaussian excitation", Proc. SPIE 2563, Advanced Signal Processing Algorithms, (7 June 1995); https://doi.org/10.1117/12.211393

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