Non-linearity detection of weakly non-linear dynamic systems using cumulants
- 1 July 1992
- journal article
- research article
- Published by Taylor & Francis in International Journal of Systems Science
- Vol. 23 (7), 1167-1177
- https://doi.org/10.1080/00207729208949373
Abstract
Non-linearity detection in dynamic systems is a fundamental issue in non-linear system identification. This problem is treated with the aid of the perturbation technique. A criterion for the detection of even non-linearities is developed in terms of the third-order cumulants of vector stochastic processes.Keywords
This publication has 6 references indexed in Scilit:
- Tutorial on higher-order statistics (spectra) in signal processing and system theory: theoretical results and some applicationsProceedings of the IEEE, 1991
- Structure identification of nonlinear dynamic systems—A survey on input/output approachesAutomatica, 1990
- Non-linear systems: identification and optimal controlInternational Journal of Control, 1988
- Stochastic Modelling and ControlPublished by Springer Nature ,1985
- ON MEASURES OF NONLINEARITY FOR DYNAMIC STOCHASTIC SYSTEMSPublished by Elsevier ,1984
- The application of identification methods in the U.S.S.R.—A surveyAutomatica, 1976