Ricerc@Sapienza

The paper introduces a novel class of complex nonlinear filters, the complex functional link polynomial (CFLiP) filters. These filters present many interesting properties. They are a sub-class of linear-in-the-parameter nonlinear filters. They satisfy all the conditions of Stone-Weirstrass theorem and thus are universal approximators for causal, time-invariant, discrete-time, finite-memory, complex, continuous systems defined on a compact domain. The CFLiP basis functions separate the magnitude and phase of the input signal.

In this paper, an improved approach for the solution of the regulator problem for linear discrete-time dynamical systems with non-Gaussian disturbances and quadratic cost functional is proposed. It is known that a sub-optimal recursive
control can be derived from the classical LQG solution by substituting the linear filtering part with a quadratic, or in general polynomial, filter. However, we show that when the system