Input-output parametric models for non-linear systems Part II: stochastic non-linear systems

摘要

In the first part of this paper (Leontaritis and Billings 1984)recursive input-output models for deterministic nonlinear multivariable discrete-time systems were derived and sufficient conditions for their existence were defined. In this second part, the nonlinear model is compared with other system representations, several examples are introduced and the results are extended to create prediction error input-output models for multivariable nonlinear stochastic systems.