A new ARIV identification algorithm for stochastic reduced complexty Volterra model

This paper proposes a stochastic identification algorithm of a model describing non linear stochastic system. The identified model, known as SVD-PARAFAC-Volterra model, results from tensor decomposition of kernels of classical Volterra model. The proposed algorithm uses the Recursive Instrumental Variable (RIV) method in alternating way to estimate the model parameters of the model. The algorithm validation is ensured by simulation results.