Fast recursive basis function estimators for identification of time-varying processes

DOI10.1109/TSP.2002.800390MaRDI QIDQ5353680zbMATH OpenFDO

Authors Maciej Niedźwiecki, Tomasz Kłaput

Publication date 8 September 2017

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TSP.2002.800390

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Recommendations

• Recursive identification of time-varying systems via incremental estimation
• Recursive identification in continuous-time stochastic processes
• Rational basis functions for robust identification from frequency and time-domain measurements
• scientific article; zbMATH DE number 3849065
• Recursive identification of certain structured time-varying state–space models
• On recursive estimation for time varying autoregressive processes
• Fast algorithms for identification of periodically varying systems
• Efficient Recursive Estimators for a Linear, Time-Varying Gaussian Model with General Constraints

Cited in

(4)

• A new look at the statistical identification of nonstationary systems
• Parameter estimation for a class of time‐varying systems with the invariant matrix
• Identification and frequency domain analysis of non-stationary and nonlinear systems using time-varying NARMAX models
• Identification of fast-rate models from multirate data

This page was built for publication: Fast recursive basis function estimators for identification of time-varying processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5353680)