Higher order statistics of the discrete Wiener model for application in nonlinear process modeling and identification
A.I. Hashad, Charles W. Therrien · 2002
The discrete Wiener model of nonlinear systems is used to represent discrete stochastic processes. The higher order statistics of the model output are analysed and shown to have properties that greatly reduce the complexity of their computation. An efficient and structured procedure of computing the cumulants of the output of this model is described. Finally, an example of applying these results in nonlinear system identification and random process modeling is presented.>