This paper exhibits an algorithm based on Volterra-type processing in order to detect several independent sources on the same carrier frequency and to determine the number of them. The use of infinite impulse ratio (IIR) Volterra filtering to build a suitable discrimination test is dictated by the need of higher-order moments in this type of nonlinear problem, as well as the need of IIR for con...

Nonparametric estimation methods for the multivariable frequency response function are experimentally evaluated using closed-loop data from an industrial robot. Three classical estimators (H1, joint input-output, arithmetic mean) and two estimators based on nonlinear averaging techniques (harmonic mean, geometric/logarithmic mean) are considered. The estimators based on nonlinear averaging give...

In this paper, we discuss optimized strategies to measure the frequency response function in the presence of (nonlinear) distortions. To do so we will compare three classes of excitation signals. These signals will be used in an optimized measurement strategy, reducing the leakage effects to acceptable (user defined) levels, allowing to separate the disturbing noise influence from the impact of...

The standard linear technique of impulse response function analysis is extended to the nonlinear case by de"ning a generalized impulse response function. Measures of persistence and asymmetry in response are constructed for a wide class of time series. ( 2000 Elsevier Science B.V. All rights reserved. JEL classixcation: C22; C51; C52; E32

Blocking and starving of a buffered production line is investigated from the viewpoint of nonlinear dynamics. A strategy to avoid blocking and starving, which utilizes frequency response and H∞-norm, is proposed. The proposed strategy does not need to tune all the work cells. Furthermore, we provide a systematic procedure for selecting and tuning the work cells. The numerical simulations are sh...

This paper examines the problem of system identification from frequency response data. Recent approaches to this problem, known collectively as ‘Estimation in H ! ’, involve deterministic descriptions of noise corruptions to the data. In order to provide ‘worst-case’ convergence with respect to these deterministic noise descriptions, non-linear data algorithms are required. In contrast, this pa...

We propose a method for estimating radiometric response functions from observation of image noise variance, not profile of its distribution. The relationship between radiance intensity and noise variance is affine, but due to the non-linearity of response functions, this affinity is not maintained in the observation domain. We use the nonaffinity relationship between the observed intensity and ...

Abstract The accuracy of the interpolation method for identification of nonlinear dynamical systems based on the Volterra model in the frequency domain is studied. To highlight the n–th partial component in the response of the system to the test signal the n–th partial derivative of the response using the test signal amplitude is found and its value is taken at zero. The polyharmonic signals ar...

Nonparametric estimation methods for the multivariable frequency response function are experimentally evaluated using closed-loop data from an industrial robot. Three classical estimators (H1, joint input-output, arithmetic mean) and two estimators based on nonlinear averaging techniques (harmonic mean, geometric/logarithmic mean) are considered. The estimators based on nonlinear averaging give...

This study captures regime-switching, monetary policy responses to financial market disturbances in Canada. Monetary policy is identified within a nonlinear, structural VAR framework with a regime-switching policy block that allows for contemporaneous policy reactions in a small open economy. The key finding is that monetary policy in Canada has undergone important changes in monetary policy re...