Related papers: On the closed-loop Volterra method for analyzing t…
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…
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…
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…
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…
In this paper, the nonlinear Volterra series expansion is extended and used to describe certain types of nonautonomous differential equations related to the inverse scattering problem in nuclear physics. The nonautonomous Volterra series…
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…
In this paper, the regularization approach introduced recently for nonparametric estimation of linear systems is extended to the estimation of nonlinear systems modelled as Volterra series. The kernels of order higher than one, representing…
An effective modeling method for nonlinear distributed parameter systems (DPSs) is critical for both physical system analysis and industrial engineering. In this Rapid Communication, we propose a novel DPS modeling approach, in which a…
We introduce a novel and efficient simulation scheme for Hawkes processes on a fixed time grid, leveraging their affine Volterra structure. The key idea is to first simulate the integrated intensity and the counting process using Inverse…
The linearization of nonlinear systems is an important digital enhancement technique. In this paper, a real-time capable post- and pre-linearization method for the widely applicable time-varying discrete-time Volterra series is presented.…
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…
We generalize Jan Willems' behavioral approach to a class of discrete-time nonlinear systems in a vector-valued reproducing kernel Hilbert space (RKHS). Apart from linear time-invariant systems, this class covers nonlinear systems modeled…
Modern approaches for learning from non-Markovian time series, such as recurrent neural networks, neural controlled differential equations or transformers, typically rely on implicit memory mechanisms that can be difficult to interpret or…
The identification of high-dimensional nonlinear dynamical systems via the Volterra series has significant potential, but has been severely hindered by the curse of dimensionality. Tensor Network (TN) methods such as the Modified…
Linear autoregressive models serve as basic representations of discrete time stochastic processes. Different attempts have been made to provide non-linear versions of the basic autoregressive process, including different versions based on…
A fast simulation framework for stochastic Volterra processes based on Random Fourier Features (RFF) approximation of the kernel is developed. After recalling the main properties of Volterra processes and reviewing existing numerical…
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…
Reduced modeling of a computationally demanding dynamical system aims at approximating its trajectories, while optimizing the trade-off between accuracy and computational complexity. In this work, we propose to achieve such an approximation…
This paper proposes a method for constructing one-step prediction tubes for nonlinear systems using reproducing kernel Hilbert spaces. We approximate a bounded reproducing kernel Hilbert space (RKHS) hypothesis set by a finite-dimensional…
This paper presents the error analysis of numerical methods on graded meshes for stochastic Volterra equations with weakly singular kernels. We first prove a novel regularity estimate for the exact solution via analyzing the associated…