Consider a system that has a time-varying input
x(
t) and a time-varying output
y(
t), such as a photoreceptor whose input is the luminance at a retinal location and whose output is a membrane potential. The system may be internally complex and may have an intricate relationship between input and output, for example, showing temporal inhibition, gain control, and so on. Volterra (
1930) and Wiener (
1958) showed that under certain broad conditions (e.g., the system must be time-invariant and have finite memory), such a system can be approximated as a sum of simple subsystems: a zero-order subsystem, plus a first-order subsystem, plus a second-order subsystem, etc. Each subsystem responds to the input in a straightforward way. In Volterra's framework, the output of the zero-order subsystem is a constant
H 0, independent of the input. The output
H 1(
t) of the first-order subsystem is a weighted sum of past inputs, weighted according to a function
h 1(
t 1) called the first-order
kernel:
The output
H 2(
t) of the second-order subsystem is a weighted sum of pairwise products of past inputs, weighted according to the second-order kernel
h 2(
t 1,
t 2):
The output of the
nth-order subsystem is a weighted sum of
n-wise products of past inputs, weighted according to the
nth-order kernel
h n (
t 1,
t 2, …,
t n ):
(Note that each subsystem is just an
n-dimensional convolution.) The output of the system is approximated as the sum of the outputs of the subsystems:
Thus, a complex system is described as a sum of simple subsystems. This is similar to a Taylor series expansion, where a function of one variable is expressed as a weighted sum of simple polynomial terms, (
x −
x 0), (
x −
x 0)
2, (
x −
x 0)
3, etc. In fact, the Volterra series has been called a “Taylor series with memory” (Schetzen,
1980, p. 200), as it allows the estimate of
y(
t) to depend not only on powers of
x(
t) at time
t, but also on powers and products of past values
x(
t −
t 1).