Identification of nonlinear time-varying systems using an online sliding-window and common model structure selection (CMSS) approach with applications to EEG

Yang Li, Hua-Liang Wei, Stephen. A. Billings and P.G. Sarrigiannis

International Journal of Systems Science, 2016, vol. 47, issue 11, 2671-2681

Abstract: The identification of nonlinear time-varying systems using linear-in-the-parameter models is investigated. An efficient common model structure selection (CMSS) algorithm is proposed to select a common model structure, with application to EEG data modelling. The time-varying parameters for the identified common-structured model are then estimated using a sliding-window recursive least squares (SWRLS) approach. The new method can effectively detect and adaptively track and rapidly capture the transient variation of nonstationary signals, and can also produce robust models with better generalisation properties. Two examples are presented to demonstrate the effectiveness and applicability of the new approach including an application to EEG data.

Date: 2016
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DOI: 10.1080/00207721.2015.1014448

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