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Type: Journal article
Title: Optimal mathematical models for nonlinear dynamical systems
Author: Torokhti, A.
Howlett, P.
Pearce, C.
Citation: Mathematical and Computer Modelling of Dynamical Systems, 2003; 9(3):327-343
Publisher: Swets Zeitlinger Publishers
Issue Date: 2003
ISSN: 1387-3954
Abstract: We propose a new method for the optimal causal representation of nonlinear systems. The proposed approach is based on the best constrained approximation of mappings in probability spaces by operators constructed from matrices of special form so that the approximant preserves the causality property. It is supposed that the observable input is contaminated with noise. The approximant minimises the mean-square difference between a desired output signal and the output signal of the approximating model. The method provides a numerically realisable mathematical model of the system. An analysis is given of the error associated with this representation.
Keywords: Cholesky factorization
Random vectors
Description: © Swets & Zeitlinger
DOI: 10.1076/mcmd.9.3.327.24148
Appears in Collections:Applied Mathematics publications
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