Non-stationary stochastic embedding for transfer function estimation (Q5953540)

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scientific article; zbMATH DE number 1695131
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    Non-stationary stochastic embedding for transfer function estimation
    scientific article; zbMATH DE number 1695131

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      Non-stationary stochastic embedding for transfer function estimation (English)
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      1 August 2002
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      The paper uses stochastic embedding, in which both noise and undermodelling errors are treated as stochastic processes. Undermodelling is represented as a multiplicative error characterized by random walk processes in the frequency domain. Simulations and experimental examples are given to illustrate the proposed framework.
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      system identification
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      stochastic modelling
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      stochastic embedding
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      undermodelling errors
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      multiplicative error
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      random walk
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      frequency domain
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