Identification of a class of nonlinear systems using correlation analysis

Abstract
An algorithm is presented for the identification of nonlinear systems which can be described by a model consisting of a linear system in cascade with a nonlinear element followed by another linear system. Cross-correlation techniques are employed to decouple the identification of the linear dynamics from the characterisation of the nonlinear element when the input is a white Gaussian signal. Parameterisation of both the linear and nonlinear component subsystems is discussed and the results of a simulation study are included to illustrate the validity of the algorithm.

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