Application of regularized Savitzky-Golay filters to identification of time-varying systems
From MaRDI portal
Publication:2065216
DOI10.1016/j.automatica.2021.109865zbMath1480.93427OpenAlexW3195018015MaRDI QIDQ2065216
Maciej Niedźwiecki, Piotr Kaczmarek, Marcin Ciołek, Artur Gańcza
Publication date: 7 January 2022
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2021.109865
basis functionsempirical Bayes optimizationidentification of time-varying systemsSavitzky-Golay filters
Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12) Impulsive control/observation systems (93C27)
Cites Work
- Kernel methods in system identification, machine learning and function estimation: a survey
- On covariance function tests used in system identification
- Smoothness priors transfer function estimation
- Statistical decision theory and Bayesian analysis. 2nd ed
- Smoothness priors analysis of time series
- A new look at the statistical identification of nonstationary systems
- On the estimation of transfer functions, regularizations and Gaussian processes-revisited
- A smoothness priors time-varying AR coefficient modeling of nonstationary covariance time series
- A Technique for the Numerical Solution of Certain Integral Equations of the First Kind
- Identification of time-varying systems using multiresolution wavelet models
- A shift in paradigm for system identification
- Probability Integrals of Multivariate Normal and Multivariate $t^1$
- Applied Bayesian Modelling
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item