THE WORST-CASE IDENTIFICATION OF DISCREET TIME NONLINEAR SYSTEMS:A WAVELET APPROXIMATION APPROACH

In this paper the problem of robust identification of nonlinear discrete-time systems via wavelet networks is studied. An identification algorithm is proposed. It is shown that the algorithm has the properties of smoothness and near-minimaxity. In addition, for some input, the necessary and sufficient condition on the existence of a robustly convergent identification algorithm is given. With that the wavelet approximation algorithm is shown to be robustly convergent.