Complete Memory Structures for Approximating Nonlinear Discrete Time Mappings Bryan W. Stiles, Irwin W. Sandberg, and Joydeep Ghosh Department of Electrical and Computer Engineering The University of Texas at Austin ABSTRACT This paper introduces a general structure that is capable of approximating input-output maps of nonlinear discrete time systems. The structure is comprised of two stages, a dynamical stage followed by memoryless nonlinear stage. An approximation theorem is presented which shows that certain structures of this form are capable of modeling a large class of nonlinear discrete time systems. In particular, we introduce the concept of a ``complete memory.'' A structure with a complete memory dynamical stage and a sufficiently powerful memoryless stage is shown to be capable of approximating arbitrarily well a wide class of continuous, causal, time-invariant, approximately finite memory mappings between discrete time signals. In fact it is shown to have the same universal approximation capability as time delay neural networks (TDNNs) or focused gamma networks. Furthermore any uniformly bounded, time-invariant, causal memory structure has such an approximation capability if and only if it is a complete memory. Therefore the memory stages of both TDNNs and focused gamma networks are complete memories. Both of these networks have linear memory stages. An example of a nonlinear complete memory dynamical stage is also presented. The proposed complete memory structure provides a theoretical basis for designing a wide variety of artificial neural networks for nonlinear spatio-temporal processing.