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This article introduces two Tensor Network-based iterative algorithms for the identification of high-order discrete-time nonlinear multiple-input multiple-output (MIMO) Volterra systems. The system identification problem is rewritten in…
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…
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…
Making accurate predictions of chaotic time series is a complex challenge. Reservoir computing, a neuromorphic-inspired approach, has emerged as a powerful tool for this task. It exploits the memory and nonlinearity of dynamical systems…
Providing flexibility and user-interpretability in nonlinear system identification can be achieved by means of block-oriented methods. One of such block-oriented system structures is the parallel Wiener-Hammerstein system, which is a sum of…
This article introduces a Tensor Network Kalman filter, which can estimate state vectors that are exponentially large without ever having to explicitly construct them. The Tensor Network Kalman filter also easily accommodates the case where…
We propose a deep structure encoder using the recently introduced Volterra Neural Networks (VNNs) to seek a latent representation of multi-modal data whose features are jointly captured by a union of subspaces. The so-called…
This article extends the tensor network Kalman filter to matrix outputs with an application in recursive identification of discrete-time nonlinear multiple-input-multiple-output (MIMO) Volterra systems. This extension completely supersedes…
The importance of inference in Machine Learning (ML) has led to an explosive number of different proposals in ML, and particularly in Deep Learning. In an attempt to reduce the complexity of Convolutional Neural Networks, we propose a…
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…
This work proposes a low complexity nonlinearity model and develops adaptive algorithms over it. The model is based on the decomposable---or rank-one, in tensor language---Volterra kernels. It may also be described as a product of FIR…
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…
Function approximation from input and output data is one of the most investigated problems in signal processing. This problem has been tackled with various signal processing and machine learning methods. Although tensors have a rich history…
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…
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…
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…
Predicting the conditional evolution of Volterra processes with stochastic volatility is a crucial challenge in mathematical finance. While deep neural network models offer promise in approximating the conditional law of such processes,…
In this short paper, we aim at developing algorithms for sparse Volterra system identification when the system to be identified has infinite impulse response. Assuming that the impulse response is represented as a sum of exponentials and…
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…
Integral equations are widely used in fields such as applied modeling, medical imaging, and system identification, providing a powerful framework for solving deterministic problems. While parameter identification for differential equations…