An optimal expansion of Volterra models using independent Kautz bases for each kernel dimension

Abstract

A new solution for the problem of selecting poles of the two-parameter Kautz functions in Volterra models is proposed. In general, a large number of parameters are required to represent the Volterra kernels, although this difficulty can be overcome by describing each kernel using a basis of orthonormal functions, such as the Kautz basis. This representation has a Wiener structure consisting of a linear dynamic generated by the orthonormal basis followed by a non-linear static mapping represented by the Volterra series. The resulting Wiener/Volterra model can be truncated into fewer terms if the Kautz functions are properly designed. The underlying problem is how to select the arbitrary complex poles that fully parametrize these functions. This problem has been approached in previous research by minimizing an upper bound for the error resulting from the truncation of the kernel expansion. The present paper goes even further in that each multidimensional kernel is decomposed into a set of independent Kautz bases, each of which is parametrized by an individual pair of conjugate Kautz poles intended to represent the dominant dynamic of the kernel along a particular dimension. An analytical solution for one of the Kautz parameters, valid for Volterra models of any order, is derived. A simulated example is presented to illustrate these theoretical results. The same approach is then used to model a real non-linear magnetic levitation system with oscillatory behaviour.

Acknowledegments

The authors would like to acknowledge the financial support from the Brazilian National Council for Scientific and Technological Development (CNPq) and from the Research Foundation of the State of São Paulo (Fapesp).