A Computational Procedure for Identifying Bilinear Representations of Nonlinear Systems Using Volterra Kernels

A computational procedure for identifying the state-space matrices corresponding to discrete bilinear representations of nonlinear systems is presented. A key feature of the method is the use of first- and second-order Volterra kernels (first- and second-order pulse responses) to characterize the system. The present method is based on an extension of a continuous-time bilinear system identification procedure given in a 1971 paper by Bruni, di Pillo, and Koch. The analytical and computational considerations that underlie the original procedure and its extension to the title problem are presented and described, pertinent numerical considerations associated with the process are discussed, and results obtained from the application of the method to a variety of nonlinear problems from the literature are presented. The results of these exploratory numerical studies are decidedly promising and provide sufficient credibility for further examination of the applicability of the method.