This paper considers identification of sparse Volterra systems. A method based on the almost orthogonal matching pursuit (AOMP) is proposed. The AOMP algorithm allows one to estimate one non-zero coefficient at a time until all non-zero coefficients are found without losing the optimality and the sparsity, thus avoiding the curse of dimensionality often encountered in Volterra system identification.
Changming Cheng, Er-Wei Bai, Zhike Peng. Identification of Sparse Volterra Systems: An Almost Orthogonal Matching Pursuit Approach. IEEE transactions on automatic control. 2022 Apr;67(4):2027-2032
PMID: 35480236
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