Nonlinear System Identification by Haar Wavelets

In order to precisely model real-life systemsor man-made devices, both nonlinear and dynamicpropertiesneed to be taken into account. The generic, black-box model based on Volterra and Wiener series iscapable of representingfairlycomplicated nonlinear and dynamic interactions, however, the resulting identification algorithms are impractical, mainly due to their computational complexity. One of the alternatives offering fast identification algorithms is the block-oriented approach, in which systems of relatively simple structures are considered. The book provides nonparametric identification algorithms designed for such systems together with the description of their asymptotic and computational properties.