Nonlinear AR modeling

DOI10.1007/BF01213965zbMath0834.62079OpenAlexW2011611029MaRDI QIDQ1902520

Darel A. Linebarger, Ronald D. DeGroat, Louis R. Hunt

Publication date: 8 April 1996

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01213965

zbMATH Keywords

nonlinear systemnonlinear difference equationsAR approximationautoregressive modelingVolterra series expansionnonlinear AR model of infinite order

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58) Approximations and expansions (41A99)

Related Items (3)

Guidance and stable and unstable manifolds with input ⋮ Dynamical systems identification from time-series data: A Hankel matrix approach ⋮ Statistical analysis of Lyapunov exponents from time series: a Jacobian approach.

Cites Work

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• An introduction to bispectral analysis and bilinear time series models
• The effect of sampling on linear equivalence and feedback linearization
• Linearization of discrete-time systems
• Feedback linearization of sampled-data systems
• Connections between finite-gain and asymptotic stability
• New relationships between input-output and Lyapunov stability
• Uniform approximation with doubly finite Volterra series
• Discrete-time nonlinear system stability

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