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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

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…

Numerical Analysis · Computer Science 2016-09-27 Philippe Dreesen , David Westwick , Johan Schoukens , Mariya Ishteva

Tensor Network (TN) Kernel Machines speed up model learning by representing parameters as low-rank TNs, reducing computation and memory use. However, most TN-based Kernel methods are deterministic and ignore parameter uncertainty. Further,…

Machine Learning · Statistics 2025-07-16 Afra Kilic , Kim Batselier

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

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

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…

Numerical Analysis · Computer Science 2016-10-19 Kim Batselier , Zhongming Chen , Ngai Wong

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…

Systems and Control · Computer Science 2018-04-30 Georgios Birpoutsoukis , Anna Marconato , John Lataire , Johan Schoukens

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 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

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…

Systems and Control · Computer Science 2016-10-25 Felipe C. Pinheiro , Cassio G. Lopes

Higher-order learning is fundamentally rooted in exploiting compositional features. It clearly hinges on enriching the representation by more elaborate interactions of the data which, in turn, tends to increase the model complexity of…

Computer Vision and Pattern Recognition · Computer Science 2026-04-17 Haoyu Yun , Hamid Krim , Yufang Bao

It is known that describing or calculating the conditional probabilities of multiple events is exponentially expensive. In this work, Bayesian tensor network (BTN) is proposed to efficiently capture the conditional probabilities of multiple…

Machine Learning · Statistics 2020-01-08 Shi-Ju Ran

Nonlinear system identification is important with a wide range of applications. The typical approaches for nonlinear system identification include Volterra series models, nonlinear autoregressive with exogenous inputs models,…

Systems and Control · Electrical Eng. & Systems 2019-11-28 Hongpeng Zhou , Chahine Ibrahim , Wei Pan

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…

Machine Learning · Computer Science 2025-11-11 Navin Khoshnan , Claudia K Petritsch , Bryce-Allen Bagley

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

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…

Computer Vision and Pattern Recognition · Computer Science 2021-04-13 Sally Ghanem , Siddharth Roheda , Hamid Krim

The Volterra signature extends the classical path signature by incorporating general matrix-valued kernel into its iterated integral structure, yielding a flexible notion of memory for time series. Its components can be viewed as successive…

Numerical Analysis · Mathematics 2026-05-19 Paul P. Hager , Fabian N. Harang , Luca Pelizzari , Samy Tindel

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

A universal kernel is constructed whose sections approximate any causal and time-invariant filter in the fading memory category with inputs and outputs in a finite-dimensional Euclidean space. This kernel is built using the reservoir…

Machine Learning · Computer Science 2025-09-05 Lukas Gonon , Lyudmila Grigoryeva , Juan-Pablo Ortega

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
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