Identification of Volterra-Wiener Systems
This tool lets the identification of nonlinear discrete causal systems
that can be approximated with the Volterra-Wiener series. Some advances
in the efficient use of Lee-Schetzen (L-S) method are implemented,
which make practical the estimate of long memory and high order models.
The implemented techniques is aimed to diagonal elements estimation, in
order to solver the problems that occur with the Lee-Schetzen method in
the identification of diagonal kernel elements. Routines for
identification of series until the fifth order are provided.
If you want to know more about this, please visit the documentation page or contact the authors. Or, if you prefer, you can also get the code right now.