Parsimonious Volterra System Identification
Systems and Control
2019-03-27 v1 Signal Processing
Abstract
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 given input-output data, the problem of interest is to find the "simplest" nonlinear Volterra model which is compatible with the a priori information and the collected data. By simplest, we mean the model whose impulse response has the least number of exponentials. The algorithms provided are able to handle both fragmented data and measurement noise. Academic examples at the end of paper show the efficacy of proposed approach.
Keywords
Cite
@article{arxiv.1804.07239,
title = {Parsimonious Volterra System Identification},
author = {Sarah Hojjatinia and Korkut Bekiroglu and Constantino M. Lagoa},
journal= {arXiv preprint arXiv:1804.07239},
year = {2019}
}