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Nonlinear system modeling and identification using volterra-parafac models (2012).
| Content Provider | CiteSeerX |
|---|---|
| Author | Favier, Gérard Kibangou, Alain Y. Bouilloc, Thomas |
| Abstract | Discrete-time Volterra models are widely used in various application areas. Their usefulness is mainly because of their ability to approximate to an arbitrary precision any fading memory nonlinear system and to their property of linearity with respect to parameters, the kernels coefficients. The main drawback of these models is their parametric complexity implying the need to estimate a huge number of parame-ters. Considering Volterra kernels of order higher than two as symmetric tensors, we use a parallel factor (PARAFAC) decomposition of the kernels to derive Volterra-PARAFAC models that induce a substantial parametric complexity reduction. We show that these models are equivalent to a set of Wiener models in parallel. We also show that Volterra kernel expansions onto orthonormal basis functions (OBF) can be viewed as Tucker models that we shall call Volterra-OBF-Tucker models. Finally, we propose three adap-tive algorithms for identifying Volterra-PARAFAC models when input–output signals are complex-valued: the extended complex Kalman filter, the complex least mean square (CLMS) algorithm and the normalized CLMS algorithm. Some simulation results illustrate the effectiveness of the proposed identification methods. |
| File Format | |
| Publisher Date | 2012-01-01 |
| Access Restriction | Open |
| Subject Keyword | Volterra-parafac Model Parametric Complexity Fading Memory Nonlinear System Orthonormal Basis Function Tucker Model Adap-tive Algorithm Identification Method Input Output Signal Arbitrary Precision Discrete-time Volterra Model Wiener Model Main Drawback Volterra Kernel Mean Square Various Application Area Normalized Clms Algorithm Substantial Parametric Complexity Reduction Parallel Factor Symmetric Tensor Huge Number Simulation Result Kernel Coefficient Extended Complex Kalman Filter Volterra-obf-tucker Model |
| Content Type | Text |
