Diagonal kernel point estimation of nth-order discrete Volterra-Wiener systems

摘要

The estimation of diagonal elements of a Wiener model kernel is a well-known problem. The new operators and notations proposed here aim at the implementation of efficient and accurate nonparametric algorithms for the identification of diagonal points. The formulas presented here allow a direct implementation of Wiener kernel identification up to the nth order. Their efficiency is demonstrated by simulations conducted on discrete Volterra systems up to fifth order.