Convex Optimization In Identification Of Stable Non-Linear State Space Models.

link: http://arxiv.org/abs/1009.1670
Abstract

A new framework for nonlinear system identification is presented in terms of
optimal fitting of stable nonlinear state space equations to input/output/state
data, with a performance objective defined as a measure of robustness of the
simulation error with respect to equation errors. Basic definitions and
analytical results are presented. The utility of the method is illustrated on a
simple simulation example as well as experimental recordings from a live
neuron.