A. Krzyzak, IDENTIFICATION OF NONLINEAR BLOCK-ORIENTED SYSTEMS BY THE RECURSIVE KERNEL ESTIMATE, Journal of the Franklin Institute, 330(3), 1993, pp. 605-627
The identification of block-oriented systems by the kernel recursive e
stimate is discussed. Three types of system are considered: cascade of
nonlinear memoryless system, Hammerstein system and Wiener system. Th
e optimal model of memoryless cascade system is derived and estimated
by the recursive kernel regression estimate. Nonlinear dynamical syste
ms of Hammerstein and Wiener type with arbitrary nonlinearities are id
entified by means of nonparametric techniques. Convergence of identifi
cation procedures is investigated.