Title :
On nonparametric identification with prediction of time-varying systems
Author :
Rutkowski, Leszek
Author_Institution :
Technical University of Czestochowa, Czestochowa, Poland
fDate :
1/1/1984 12:00:00 AM
Abstract :
Nonparametric procedures-based on the orthogonal series approach-for the real-time identification and prediction of nonstationary systems are presented. It is shown that algorithms are convergent in the mean square error sense and with probability 1.
Keywords :
Nonparametric estimation; Prediction methods; System identification; Time-varying systems; Algorithm design and analysis; Convergence; Frequency estimation; Frequency response; Mean square error methods; Noise measurement; Probability density function; Real time systems; System identification; Time varying systems;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1984.1103377
