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Functional method for parametrization Volterra-Wiener model

Abstract

Functional method for parametrization Volterra-Wiener model

Taran V.N., Kislovskiy E.Yu.

Incoming article date: 06.05.2021

The paper presents a description of the method for parametrization the kernels of the Volterra-Wiener series using the functional derivative. The method is considered in detail using the example of the nonlinear differential Riccati equation and is confirmed by system identification.

Keywords: Volterra-Wiener functional series, parametrization, Riccati equation, system identification