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In this paper, a data driven orthogonal basis function approach is proposed for non-parametric FIR nonlinear system identification. The basis functions are not fixed a priori and match the structure of the unknown system automatically. This eliminates the problem of blindly choosing the basis functions without a priori structural information. Further, based on the proposed basis functions, approaches are proposed for model order determination and regressor selection along with their theoretical justifications. [ABSTRACT FROM AUTHOR]

In this paper, a direct weight optimization method is proposed for nonlinear system identification based on a minimal probability idea. The approach has several quite attractive features and is very different from existing ones. It is optimal for any given number of finite data points and at the same time possesses asymptotic convergence. The estimator admits a closed form and no numerical optimization is needed. Theoretical analysis and numerical simulations show that the approach is a very competitive alternative to existing nonlinear identification methods. [ABSTRACT FROM AUTHOR]