Computational Algorithms for Non-linearity Identification by Wavelet Multiresolution Analysis

P. Śliwiński and Z. Hasiewicz (Poland)

Keywords

System identification, nonparametric approach, wavelets, computational algorithm.

Abstract

Because of computational burdens, algorithms which iden tify system non-linearity by using wavelet multiresolution analysis cannot be directly applied when the system input is random. To overcome this difficulty, the proper compu tational counterparts of the algorithms are proposed. It is shown that new routines preserve, under easy to accomplish conditions, all beneficial statistical properties of the origi nal procedures and possess much better numerical proper ties. Simulation examples confirm their good performance.

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