Title :
On the identification of time-varying dynamic systems by nonparametric procedures
Author :
Georgiev, Alexander A.
Author_Institution :
Dept. of Biometry, Med. Univ. of South Carolina, Charleston, SC, USA
fDate :
2/1/1989 12:00:00 AM
Abstract :
The problem of identification of the unknown time-varying parameter in linear dynamic systems is considered. Nearest-neighbor procedures, based on the estimation of the state and its derivative, are presented. No conditions concerning the functional form of the time-varying parameter of the systems are made. If the state of the system has s derivatives, then the rate of convergence of the algorithm is O(n-(s-1)/(1+2s)) in probability
Keywords :
parameter estimation; state estimation; time-varying systems; dynamic systems; identification; nearest neighbour procedures; nonparametric procedures; parameter estimation; rate of convergence; state estimation; time-varying systems; Biomedical engineering; Convergence; Cybernetics; Differential equations; Kernel; Nearest neighbor searches; Parametric statistics; State estimation; Time varying systems; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
