Practicable identification of nonstationary nonlinear systems
A method is presented that makes practicable the identification of nonstationary Wiener systems. The method employs a single-record estimator for the evaluation of the time-variant system kernels, thus relaxing the strict requirement of the ergodic hypothesis that has so far limited applications of the Wiener theory to stationary systems. The estimator is unbiased and consistent under fairly weak conditions for the system function, thus opening a host of new possibilities in the analysis of nonstationary phenomena.
