DocumentCode
487021
Title
Functional Series Modelling Approach to Identification of Nonstationary Stochastic Systems
Author
Niedzwiecki, Maciej
Author_Institution
Department of Systems Engineering, Research School, of Physical Sciences, Australian National University, G.P.O. Box 4, Canberra, A.C.T., Australia.
fYear
1987
fDate
10-12 June 1987
Firstpage
1143
Lastpage
1148
Abstract
The problem of identification of a nonstationary stochastic system is considered and the estimation method based on the functional series modelling (FSM) of the system parameter trajectory is proposed for its solution. It is shown that the parameter-matching properties of FSM estimators can be described in terms of the appropriately defined (time-varying) impulse and frequency responses. It is suggested and verified by means of computer simulation that the "averaged" frequency characteristics associated with FSM estimators can gain useful information about their parameter-matching abilities.
Keywords
Australia; Computer simulation; Difference equations; Frequency estimation; Least squares approximation; Stochastic systems; System identification; Systems engineering and theory; Time varying systems; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1987
Conference_Location
Minneapolis, MN, USA
Type
conf
Filename
4789485
Link To Document