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PARAMETRIC COMPLEXITY REDUCTION OF VOLTERRA MODELS USING TENSOR DECOMPOSITIONS

机译:使用张量分解的Volterra模型的参数复杂性降低

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Discrete-time Volterra models play an important role in many application areas. The main drawback of these models is their parametric complexity due to the huge number of their parameters, the kernel coefficients. Using the symmetry property of the Volterra kernels, these ones can be viewed as symmetric tensors. In this paper, we apply tensor decompositions (PARAFAC and HOSVD) for reducing the kernel parametric complexity. Using the PARAFAC decomposition, we also show that Volterra models can be viewed as Wiener models in parallel. Simulation results illustrate the effectiveness of tensor decompositions for reducing the parametric complexity of cubic Volterra models.
机译:离散时间Volterra模型在许多应用领域发挥着重要作用。由于其参数大量,内核系数,这些模型的主要缺点是它们的参数复杂性。使用Volterra内核的对称性属性,可以将这些可以视为对称张量。在本文中,我们应用张量分解(PARAFAC和HOSVD)来降低内核参数复杂性。使用PARAFAC分解,我们还表明Volterra模型可以并行被视为Wiener模型。仿真结果说明了张量分解来降低立方体Volterra模型的参数复杂性的有效性。

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