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New Approach to Noncasual Identification of Nonstationary Stochastic FIR Systems Subject to Both Smooth and Abrupt Parameter Changes
Abstract
In this technical note, we consider the problem of finite-interval parameter smoothing for a class of nonstationary linear stochastic systems subject to both smooth and abrupt parameter changes. The proposed parallel estimation scheme combines the estimates yielded by several exponentially weighted basis function algorithms. The resulting smoother automatically adjusts its smoothing bandwidth to the type and rate of nonstationarity of the identified system. It also allows one to account for the distribution of the measurement noise.
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- Category:
- Articles
- Type:
- artykuł w czasopiśmie wyróżnionym w JCR
- Published in:
-
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
no. 58,
edition 7,
pages 1847 - 1853,
ISSN: 0018-9286 - Language:
- English
- Publication year:
- 2013
- Bibliographic description:
- Niedźwiecki M., Gackowski S.: New Approach to Noncasual Identification of Nonstationary Stochastic FIR Systems Subject to Both Smooth and Abrupt Parameter Changes// IEEE TRANSACTIONS ON AUTOMATIC CONTROL. -Vol. 58, iss. 7 (2013), s.1847-1853
- Verified by:
- Gdańsk University of Technology
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