Titlebook: Nonlinear System Identification by Haar Wavelets; Przemysław Śliwiński Book 2013 Springer-Verlag Berlin Heidelberg 2013 Haar bases.computa

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Lecture Notes in Statisticshttp://image.papertrans.cn/n/image/667716.jpg

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https://doi.org/10.1007/978-3-642-29396-2Haar bases; computational algorithms; nonlinear approximation; nonlinear system identification; nonparam

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Computational Algorithms,ms are proposed. The implementations of the linear and nonlinear variants are typically split into the analysis and synthesis phases, and both are substantially based on the lifting wavelet transforms. The complexity of the algorithms is examined and compared.

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Identification Algorithms,n. The latter employs the nonlinear (EZW-based) approximation scheme. Convergence conditions and convergence rates of all algorithms are established. The interpolation routine, based on the regressograms (and applicable when the continuous estimate is desired), is eventually derived.

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Book 2013black-box model based on Volterra and Wiener series is capable of representing fairly complicated nonlinear and dynamic interactions, however, the resulting identification algorithms are impractical, mainly due to their computational complexity. One of the alternatives offering fast identification a