NONPARAMETRIC SYSTEM IDENTIFICATION

By BARBARA MOORE

1 INTRODUCTION 1 2 DISCRETE TIME HAMMERSTEIN SYSTEMS 3 3 KERNEL ALGORITHMS 9 4 SEMI RECURSIVE KERNEL ALGORITHMS 25 5 RECURSIVE KERNEL ALGORITHMS 37 6 ORTHOGONAL SERIES ALGORITHMS 51 7 ALGORITHMS WITH ORDERED OBSERVATIONS 67 8 CONTINUOUS TIME HAMMERSTEIN SYSTEMS 83 9 DISCRETE TIME WIENER SYSTEMS 93 10 KERNEL AND ORTHOGONAL SERIES ALGORITHMS 101 11 CONTINUOUS TIME WIENER SYSTEM 117 12 OTHER BLOCK ORIENTED NONLINEAR SYSTEMS 121 13 MULTIVARIATE NONLINEAR BLOCK ORIENTED SYSTEMS 173