A new look at the statistical identification of nonstationary systems

DOI10.1016/J.AUTOMATICA.2020.109037zbMATH Open1458.93258OpenAlexW3026053867MaRDI QIDQ2188279FDOQ2188279

Authors: Maciej Niedźwiecki, Marcin Ciołek, Artur Gańcza 

Publication date: 10 June 2020

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2020.109037

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zbMATH Keywords

basis functionsparallel estimationcross-validatory analysisidentification of nonstationary systems

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Cites Work

• The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
• Title not available (Why is that?)
• On covariance function tests used in system identification
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• Recursive estimation and time-series analysis. An introduction
• A smoothness priors time-varying AR coefficient modeling of nonstationary covariance time series
• First-order tracking properties of weighted least squares estimators
• Identification of time-varying systems using combined parameter estimation and filtering
• A polynomial-algebraic method for non-stationary TARMA signal analysis. I: The method
• On adaptive covariance and spectrum estimation of locally stationary multivariate processes
• Functional series modeling approach to identification of nonstationary stochastic systems
• Locally Adaptive Cooperative Kalman Smoothing and Its Application to Identification of Nonstationary Stochastic Systems
• Fast recursive basis function estimators for identification of time-varying processes

Cited In (21)

• Time-domain estimation of time-varying linear systems
• Nonparametric identification of quasi-stationary systems
• Functional series modeling approach to identification of nonstationary stochastic systems
• Identification of piecewise linear parameters of regression models of non-stationary deterministic systems
• A two-step adaptive identification algorithm
• Sensitivity analysis of prefiltering in identification of two-time scaled systems
• A new paradigm for parameter estimation in system modeling
• Identification of two-time scaled systems using prefilters
• On nonparametric identification with prediction of time-varying systems
• Tracking coefficients of a nonstationary system, followed by static nonlinearity jointly with the time delay
• On ``cheap smoothing opportunities in identification of time-varying systems
• On the lower smoothing bound in identification of time-varying systems
• Identification of nonstationary stochastic systems using parallel estimation schemes
• New Approach to Noncausal Identification of Nonstationary Stochastic FIR Systems Subject to Both Smooth and Abrupt Parameter Changes
• Tracking optimization in nonparametric identification of time-varying nonlinear systems
• Identification of time-varying systems using combined parameter estimation and filtering
• Generalized Savitzky-Golay filters for identification of nonstationary systems
• Identification of nonstationary processes using noncausal bidirectional lattice filtering
• Application of regularized Savitzky-Golay filters to identification of time-varying systems
• On the identification of non-stationary linear processes
• Single sample modal identification of a nonstationary stochastic process

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