On estimation of nonlinear systems by nonparametric techniques

In the paper the estimation of block oriented systems is discussed. Particular attention is devoted to memoryless and dynamical systems with cascade structure. An optimal model of a memoryless cascade system is given and estimated by the kernel regression estimate. Nonlinear dynamical systems of the Hammerstein and Wiener type are estimated by means of nonparametric techniques. The convergence of estimation procedures is investigated.<<ETX>>