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Abstract
The problem of noncausal identification of a nonstationary stochastic FIR (finite impulse response) sys- tem is reformulated, and solved, as a problem of smoothing of preestimated parameter trajectories. Three approaches to preestimation are critically analyzed and compared. It is shown that optimization of the smoothing operation can be performed adaptively using the parallel estimation technique. The new approach is computationally attractive and yields estimation results that are comparable or better than those provided by the state-of-the-art local basis function approach and the multi- resolution wavelet approach.
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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., Gańcza A., Ciołek M.: On the preestimation technique and its application to identification of nonstationary systems// / : , 2020,
- 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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