Representations of non-linear systems: the NARMAX model

Abstract Input-output representations of non-linear discrete-time systems are discussed. It is shown that the NARMAX (Non-linear AutoRegressive Moving Average with eXogenous inputs) model is a general and natural representation of non-linear systems and contains, as special cases, several existing non-linear models. The problem of approximating non-linear input-output systems is also addressed and several properties of non-linear models are highlighted using simple examples.