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Abstract
The paper shows that the problem of noncausal identification of a time-varying FIR (finite impulse response) sys- tem can be reformulated, and solved, as a problem of smoothing of the preestimated parameter trajectories. Characteristics of the smoothing filter should be chosen so as to provide the best trade- off between the bias and variance of the resulting estimates. It is shown that optimization of the smoothing operation can be performed adaptively using the parallel estimation technique.
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- Accepted or Published Version
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- Copyright (2020, IEEE)
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- Category:
- Conference activity
- Type:
- publikacja w wydawnictwie zbiorowym recenzowanym (także w materiałach konferencyjnych)
- Language:
- English
- Publication year:
- 2020
- Bibliographic description:
- Niedźwiecki M., Ciołek M., Gańcza A., Kaczmarek P.: A New Method of Noncausal Identification of Time-varying Systems// / : , 2020,
- DOI:
- Digital Object Identifier (open in new tab) 10.23919/spa50552.2020.9241263
- Sources of funding:
-
- Statutory activity/subsidy
- Project Generalized Savitzky-Golay filters for identification and smoothing of nonstationary processes
- Verified by:
- Gdańsk University of Technology
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