Optimal expansions of discrete-time Volterra models using Laguerre functions

Abstract : This work is concerned with the optimization of Laguerre bases for the orthonormal series expansion of discrete-time Volterra models. The aim is to minimize the number of Laguerre functions associated with a given series truncation error, thus reducing the complexity of the resulting finite-dimensional representation. Fu and Dumont (IEEE Tr. Automatic Control 38(6) (1993) 934) indirectly approached this problem in the context of linear systems by minimizing an upper bound for the error resulting from the truncated Laguerre expansion of impulse response models, which are equivalent to first-order Volterra models. A generalization of the work mentioned above focusing on Volterra models of any order is presented in this paper. The main result is the derivation of analytic strict global solutions for the optimal expansion of the Volterra kernels either using an independent Laguerre basis for each kernel or using a common basis for all the kernels.

Contributeur : Gérard Favier <>
Soumis le : jeudi 19 juillet 2012 - 15:15:15
Dernière modification le : lundi 21 mars 2016 - 17:49:12


  • HAL Id : hal-00719336, version 1



Gérard Favier, Ricardo Campello, Wagner Caradori Do Amaral. Optimal expansions of discrete-time Volterra models using Laguerre functions. Automatica, Elsevier, 2004, 40, pp.815-822. <hal-00719336>



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