Nonlinear System Identification by Haar Wavelets: 210 2013th Edition

From the book reviews:

“This book is focused on identification algorithms, in particular, nonparametric identification algorithms for nonlinear dynamic systems. … This book can be a good reference for people interested in the application of wavelets in a nonlinear system. The writing style of the book makes it easy to read.” (Don Hong, Mathematical Reviews, July, 2014)

In order to precisely model real-life systems or man-made devices, both nonlinear and dynamic properties need to be taken into account. The generic, black-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 algorithms is the block-oriented approach, in which systems of relatively simple structures are considered. The book provides nonparametric identification algorithms designed for such systems together with the description of their asymptotic and computational properties.