Software

This is a Matlab package that has been jointly developed by Prof. Phillip M. S. Burt (Poli-USP, Brazil) and me.

Its goal is to offer efficient computational tools for calculating reference Volterra kernels of any given linear-analytic system.

In particular, it includes Matlab and C/MEX routines for:

• automatic Talyor expansion of nonlinear functions f and g of the state-space description, either in numerical or symbolic form;
• Carleman bilinearization of a system, given the Taylor expansion as input; and
• computation of time-domain kernels from the obtained bilinear system description.

These routines rely on efficient algorithms which exploit sparsity and low rank of certain involved structures and also some recursions that arise naturally in the calculations.

The toolbox is available on Prof. Phillip Burt's webpage.

For more information, see the paper:

Phillip Mark Seymour Burt and José Henrique de Morais Goulart. Efficient computation of bilinear approximations and Volterra models of nonlinear systems. IEEE Transactions on Signal Processing, 66(3):804--816, Feb 2018. [ bib | http | .pdf ]

More coming soon...