Diagonal Kernel Point Estimation of th-Order Discrete Volterra-Wiener Systems

The estimation of diagonal elements of a Wiener model kernel is a well-known problem. The new operators and notations proposed here aim at the implementation of efficient and accurate nonparametric algorithms for the identification of diagonal points. The formulas presented here allow a direct implementation of Wiener kernel identification up to the th order. Their efficiency is demonstrated by simulations conducted on discrete Volterra systems up to fifth order.