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New results on estimation bandwidth adaptation

Abstract

The problem of identification of a nonstationary autoregressive signal using non-causal estimation schemes is considered. Noncausal estimators can be used in applications that are not time-critical, i.e., do not require real-time processing. A new adaptive estimation bandwidth selection rule based on evaluation of pseudoprediction errors is proposed, allowing one to adjust tracking characteristics of noncausal estimators to unknown and/or time-varying degree of signal nonstationary. The new rule is compared with the previously proposed one, based on the generalized Akaike’s final prediction error criterion.

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Category:
Articles
Type:
publikacja w in. zagranicznym czasopiśmie naukowym (tylko język obcy)
Published in:
IFAC-PapersOnLine no. 51, pages 933 - 938,
ISSN: 2405-8963
Title of issue:
18th IFAC Symposium on System Identification SYSID 2018 Stockholm, Sweden, 9–11 July 2018 strony 933 - 938
Language:
English
Publication year:
2018
Bibliographic description:
Niedźwiecki M., Ciołek M.. New results on estimation bandwidth adaptation. IFAC-PapersOnLine, 2018, Vol. 51, nr. 15, s.933-938
DOI:
Digital Object Identifier (open in new tab) 10.1016/j.ifacol.2018.09.074
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Gdańsk University of Technology

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