- Tytuł:
- Nonparametric instrumental variables for identification of block-oriented systems
- Autorzy:
- Mzyk, G.
- Powiązania:
- https://bibliotekanauki.pl/articles/330283.pdf
- Data publikacji:
- 2013
- Wydawca:
- Uniwersytet Zielonogórski. Oficyna Wydawnicza
- Tematy:
-
system identification
instrumental variables
NARMAX system
Hammerstein system
Wiener system
Lur'e system
nonparametric method
identyfikacja systemu
zmienna instrumentalna
system Hammersteina
system Wienera
metoda nieparametryczna - Opis:
- A combined, parametric-nonparametric identification algorithm for a special case of NARMAX systems is proposed. The parameters of individual blocks are aggregated in one matrix (including mixed products of parameters). The matrix is estimated by an instrumental variables technique with the instruments generated by a nonparametric kernel method. Finally, the result is decomposed to obtain parameters of the system elements. The consistency of the proposed estimate is proved and the rate of convergence is analyzed. Also, the form of optimal instrumental variables is established and the method of their approximate generation is proposed. The idea of nonparametric generation of instrumental variables guarantees that the I.V. estimate is well defined, improves the behaviour of the least-squares method and allows reducing the estimation error. The method is simple in implementation and robust to the correlated noise.
- Źródło:
-
International Journal of Applied Mathematics and Computer Science; 2013, 23, 3; 521-537
1641-876X
2083-8492 - Pojawia się w:
- International Journal of Applied Mathematics and Computer Science
- Dostawca treści:
- Biblioteka Nauki
Artykuł