Coding Nonlinear Autoregressive Model

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Roman 2013-7-23

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https://ww2.mathworks.cn/matlabcentral/answers/82973-coding-nonlinear-autoregressive-model

I have an autoregressive model where the input, v, goes through a nonlinear dynamic autoregressive function of memory M, F[y(t-1),y(t-2),...y(t-M)], to generate the output, y. Here is a link to the block structure: http://i43.tinypic.com/2d100hv.jpg. The nonlinearity cannot be expressed as a linear impulse response.

I was wondering (1) whether matlab has built in code to handle an arbitrary nonlinear autoregressive function (2) if not, how I would go about coding this?

Thanks!