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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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- Accepted or Published Version
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- Copyright (2018, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd.)
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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
- Verified by:
- Gdańsk University of Technology
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