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The Volterra series is a powerful tool in modelling a broad range of nonlinear dynamic systems. However, due to its nonparametric nature, the number of parameters in the series increases rapidly with memory length and series order, with the…

Signal Processing · Electrical Eng. & Systems 2018-04-23 Jeremy G. Stoddard , James S. Welsh

Volterra series are especially useful for nonlinear system identification, also thanks to their capability to approximate a broad range of input-output maps. However, their identification from a finite set of data is hard, due to the curse…

Machine Learning · Computer Science 2019-11-13 Alberto Dalla Libera , Ruggero Carli , Gianluigi Pillonetto

This paper introduces a method for the nonparametric Bayesian learning of nonlinear operators, through the use of the Volterra series with kernels represented using Gaussian processes (GPs), which we term the nonparametric Volterra kernels…

Machine Learning · Statistics 2021-06-11 Magnus Ross , Michael T. Smith , Mauricio A. Álvarez

Volterra analysis and its variants have long been prominent among methods for modeling multi-input non-linear systems. The product of Volterra analysis, the Volterra kernels, are particularly suited to quantifying intra- and inter-input…

Quantitative Methods · Quantitative Biology 2008-12-08 Richard T. Miller , Vladimir Y. Vildavski , Anthony M. Norcia

Volterra series representation is a powerful mathematical model for nonlinear circuits. However, the difficulties in determining higher-order Volterra kernels limited its broader applications. In this work, a systematic approach that…

Mathematical Physics · Physics 2016-05-13 Xiaoyan Y. Z. Xiong , Li Jun Jiang , Jose E. Schutt-Aine , Weng Cho Chew

This paper presents detailed insights of embedding Carleman linearization into nonlinear systems for designing Volterra model-based control technique. Volterra series method is a competent mathematical tool, which extends the convolution…

Optimization and Control · Mathematics 2021-01-05 Dhruvi Bhatt , Shambhu Nath Sharma

The Volterra integral-functional series is the classic approach for nonlinear black box dynamical systems modeling. It is widely employed in many domains including radiophysics, aerodynamics, electronic and electrical engineering and many…

Numerical Analysis · Mathematics 2023-10-31 Denis Sidorov , Aleksandr Tynda , Vladislav Muratov , Eugeny Yanitsky

A simple nonlinear system modeling algorithm designed to work with limited \emph{a priori }knowledge and short data records, is examined. It creates an empirical Volterra series-based model of a system using an $l_{q}$-constrained least…

Systems and Control · Computer Science 2018-04-20 P. Śliwiński , A. Marconato , P. Wachel , G. Birpoutsoukis

There have been increasing interests on the Volterra series identification with the kernel-based regularization method. The major difficulties are on the kernel design and efficiency of the corresponding implementation. In this paper, we…

Systems and Control · Electrical Eng. & Systems 2025-05-28 Yu Xu , Biqiang Mu , Tianshi Chen

This study introduces an approach for modeling unsteady transonic aerodynamics within a parametric space, using Volterra series to capture aerodynamic responses and machine learning to enable interpolation. The first- and second-order…

Computational Engineering, Finance, and Science · Computer Science 2024-10-28 Gabriele Immordino , Andrea Da Ronch , Marcello Righi

This paper presents an efficient nonparametric time domain nonlinear system identification method. It is shown how truncated Volterra series models can be efficiently estimated without the need of long, transient-free measurements. The…

Systems and Control · Computer Science 2018-04-27 Georgios Birpoutsoukis , Péter Zoltán Csurcsia , Johan Schoukens

Modeling nonlinear systems with Volterra series is challenging because the number of kernel coefficients grows exponentially with the model order. This work introduces Bayesian Tensor Network Volterra kernel machines (BTN-V), extending the…

Machine Learning · Statistics 2025-11-26 Afra Kilic , Kim Batselier

We are concerned with nonparametric hypothesis testing of time series functionals. It is known that the popular autoregressive sieve bootstrap is, in general, not valid for statistics whose (asymptotic) distribution depends on moments of…

Methodology · Statistics 2020-10-21 Natalia Sirotko-Sibirskaya , Matthias O. Franz , Thorsten Dickhaus

The Volterra series can be used to model a large subset of nonlinear, dynamic systems. A major drawback is the number of coefficients required model such systems. In order to reduce the number of required coefficients, Laguerre polynomials…

Machine Learning · Computer Science 2014-10-06 Brett W. Israelsen , Dale A. Smith

In the last years, the success of kernel-based regularisation techniques in solving impulse response modelling tasks has revived the interest on linear system identification. In this work, an alternative perspective on the same problem is…

Systems and Control · Computer Science 2016-10-25 Anna Marconato , Maarten Schoukens , Johan Schoukens

Kernel-based modeling of dynamic systems has garnered a significant amount of attention in the system identification literature since its introduction to the field. While the method was originally applied to linear impulse response…

Systems and Control · Computer Science 2017-10-27 Jeremy Stoddard , Georgios Birpoutsoukis

A novel adaptive filtering method called $q$-Volterra least mean square ($q$-VLMS) is presented in this paper. The $q$-VLMS is a nonlinear extension of conventional LMS and it is based on Jackson's derivative also known as $q$-calculus. In…

Optimization and Control · Mathematics 2019-08-08 Muhammad Usman , Muhammad Sohail Ibrahim , Jawwad Ahmad , Syed Saiq Hussain , Muhammad Moinuddin

The systems of nonlinear Volterra integral equations of the first kind with jump discontinuous kernels are studied. The iterative numerical method for such nonlinear systems is proposed. Proposed method employs the modified…

Numerical Analysis · Mathematics 2019-10-22 A. N. Tynda , D. N. Sidorov , N. A. Sidorov

The Volterra Tensor Network lifts the curse of dimensionality for truncated, discrete times Volterra models, enabling scalable representation of highly nonlinear system. This scalability comes at the cost of introducing randomness through…

Optimization and Control · Mathematics 2025-09-25 Eva Memmel , Kim Batselier

We introduce Coarse-Grained Nonlinear Dynamics, an efficient and universal parameterization of nonlinear system dynamics based on the Volterra series expansion. These models require a number of parameters only quasilinear in the system's…

Signal Processing · Electrical Eng. & Systems 2020-10-15 Span Spanbauer , Ian Hunter
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