On the Realization of Impulse Invariant Low-Rank Volterra Kernels

Abstract

Volterra models can accurately model numerous nonlinear systems of practical interest, but often at an unacceptable computational cost. If the Volterra kernels of a system have low-rank structure (like, e.g., kernels of bilinear systems), this major drawback can in principle be mitigated. Yet, when one seeks an exact discrete-time model of a mixed-signal chain involving that system, the existing formula that generalizes the impulse invariance principle to Volterra kernels yields discrete-time kernels that do not share the same low rank. At first sight this would seem to seriously complicate the otherwise simple discrete-time realization of low-rank kernels. We show here that this not the case. By defining a cascade operator, the structure of generalized impulse invariance can be unveiled, leading to a realization without an inordinate increase in computational complexity. Finally, we give a numerical example involving a physical system that shows the relevance of our proposal.