Title :
Nonparametric Identification of a Memoryless Stochastic System with Cascade Structure
Author_Institution :
Department of Computer Science, Concordia University, Montreal H3G 1M8, Canada
Abstract :
In this paper a memoryless system with cascade structure is identified. No restrictions concerning the functional form of the transform characteristics of the complex system components are imposed. The algorithm for estimating the subsystems characteristics is presented and it is shown to converge with probability one for a suitable choice of its parameters, when a number of observations tends to infinity.
Keywords :
Adaptive systems; Computer science; Convergence; H infinity control; Kernel; Memoryless systems; Nonlinear systems; Parameter estimation; Pollution measurement; Stochastic systems;
Conference_Titel :
American Control Conference, 1986
