Nonlinear Systems with Gaussian Inputs: Representation, Identification and Inverse Problems

摘要

The following questions are discussed for nonlinear systems with input Gaussian processes. How can the system be represented. How can the system be identified from the input and output processes. Does knowledge of the way the system responds to a certain Gaussian input determine the way it will respond to another Gaussian input or to a deterministic input. Does knowledge of the system and the statistics of the output determine the statistics of the input. (Author)