Test-signals forming method for correlation identification of nonlinear systems

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Тhe new test-signals forming method for correlation identification of a nonlinear system based on Lee–Shetzen cross-correlation approach is developed and tested. Numerical Gauss–Newton algorithm is applied to correct autocorrelation functions of test signals. The achieved test-signals have length less than 40 000 points and allow to measure the 2nd order Wiener kernels with a linear resolution up to 32 points, the 3rd order Wiener kernels with a linear resolution up to 12 points and the 4th order Wiener kernels with a linear resolution up to 8 points.

Keywords: nonlinear dynamic systems, Volterra–Wiener approach, system identification, cross-correlation approach, Lee–Shetzen method, test-signals, white noise
Citation in English: Dunyushkin D.Y. Test-signals forming method for correlation identification of nonlinear systems // Computer Research and Modeling, 2012, vol. 4, no. 4, pp. 721-733
Citation in English: Dunyushkin D.Y. Test-signals forming method for correlation identification of nonlinear systems // Computer Research and Modeling, 2012, vol. 4, no. 4, pp. 721-733
DOI: 10.20537/2076-7633-2012-4-4-721-733
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International Interdisciplinary Conference "Mathematics. Computing. Education"