Szymon Gackowski - Publications - Bridge of Knowledge

mgr inż. Szymon Gackowski

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Year 2013

New Approach to Noncasual Identification of Nonstationary Stochastic FIR Systems Subject to Both Smooth and Abrupt Parameter Changes
Publication
- M. Niedźwiecki
- S. Gackowski
- IEEE TRANSACTIONS ON AUTOMATIC CONTROL - Year 2013
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...

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