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Linear Models of Nonlinear FIR Systems with Gaussian Inputs   
摘  要:   Abstract We show a result that can be viewed as a generalization of Bussgang’s classic theorem about static nonlinearities with Gaussian inputs. This new result is used to characterize the best linear approximation of a non- linear nite impulse response (NFIR) system with a Gaussian input. The best linear approximation is here dened,as the causal LTI system that minimizes the expected squared prediction error. Furthermore, we discuss how this characterization can be used for structure identication and for identication of generalized Hammerstein and Wiener systems. Keywords: System identication, Nonlinear FIR system, Gaussian in- put, Bussgang’s theorem

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