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A search for a parsimonious basis sequence approximation of time-varying, nonlinear systems

An approach for identifying time-varying nonlinear systems is presented. The time-variation of the system is approximated by a weighted combination of sequences from a given basis. In this case, to identify the system it is sufficient to estimate the time-invariant coefficients of the sequences. The focus of our investigation is on selecting these sequences to use in the approximation. We propose using a search method to determine which sequences contribute significantly to the approximation and thus lead to a parsimonious model that is able to characterise the system dynamics and time-variation together.