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Generalized Savitzky–Golay filters for identification of nonstationary systems

Abstract

The problem of identification of nonstationary systems using noncausal estimation schemes is consid-ered and a new class of identification algorithms, combining the basis functions approach with localestimationtechnique,isdescribed.Unliketheclassicalbasisfunctionestimationschemes,theproposedlocal basis function estimators are not used to obtain interval approximations of the parametertrajectory, but provide a sequence of point estimates corresponding to consecutive instants of time.Based on the results of theoretical analysis conducted for nonstationary finite impulse responsesystems the paper proposes two mechanisms for adaptive selection of the number of basis functionsand the size of the local analysis window.

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Category:
Articles
Type:
artykuł w czasopiśmie wyróżnionym w JCR
Published in:
AUTOMATICA no. 108, pages 1 - 8,
ISSN: 0005-1098
Language:
English
Publication year:
2019
Bibliographic description:
Niedźwiecki M., Ciołek M.: Generalized Savitzky–Golay filters for identification of nonstationary systems// AUTOMATICA. -Vol. 108, (2019), s.1-8
DOI:
Digital Object Identifier (open in new tab) 10.1016/j.automatica.2019.06.029
Verified by:
Gdańsk University of Technology

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