Practical identification of functional expansions of nonlinear systems submitted to non-Gaussian inputs.
Time-domain identification of nonlinear systems represented by functional expansions is considered. A general framework is defined for the analysis of three identification methods: the widely used cross-correlation method, Korenberg's method, and a suboptimal least-squares method based on a stochastic approximation algorithm. First, the major characteristics of the underlying estimation problem are pointed out. Then, the identification methods are interpreted as approximations to an optimal estimator, which helps gain insight into their internal functioning and to the investigation of their connections and differences. Examination of results previously published and of the simulations reported in this article indicate that stochastic approximation is an interesting alternative to other existing methods. Identification of a biological system stimulated by a non-Gaussian input confirms the practicality of this approach.