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Original Articles

Representations of non-linear systems: the NARMAX model

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Pages 1013-1032 | Received 20 Apr 1988, Published online: 09 Apr 2008
 

Abstract

Input-output representations of non-linear discrete-time systems are discussed. It is shown that the NARMAX (Non-linear AutoRegressive Moving Average with eXogenous inputs) model is a general and natural representation of non-linear systems and contains, as special cases, several existing non-linear models. The problem of approximating non-linear input-output systems is also addressed and several properties of non-linear models are highlighted using simple examples.

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