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I need to build nonlinear model having recorded input/output data. The object is not simple and linear model will fail for sure. What other options exist besides Least Mean Squares?

I need to identify dynamic system with one input. I’m provided recorded sequences of input and output data. I built linear regression model, which is called finite impulse response, but it is very inaccurate. I need more accurate model.

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    $\begingroup$ there's infinitely many nonlinear models of things – you'll need to tell us what kind of model you're fitting, or at least what kind of system! Otherwise, your question is too broad. $\endgroup$
    – Marcus Müller
    Nov 20, 2019 at 9:25

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Volterra Series modeling and its adaptive implementations can be used to perform some simple nonlinear system identification tasks... See if it fits to your problem.

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