A new look at the statistical identification of nonstationary systems

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

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Cites work

scientific article; zbMATH DE number 3357845 (Why is no real title available?)
scientific article; zbMATH DE number 3406941 (Why is no real title available?)
A polynomial-algebraic method for non-stationary TARMA signal analysis. I: The method
A smoothness priors time-varying AR coefficient modeling of nonstationary covariance time series
Fast recursive basis function estimators for identification of time-varying processes
First-order tracking properties of weighted least squares estimators
Functional series modeling approach to identification of nonstationary stochastic systems
Identification of time-varying systems using combined parameter estimation and filtering
Locally Adaptive Cooperative Kalman Smoothing and Its Application to Identification of Nonstationary Stochastic Systems
On adaptive covariance and spectrum estimation of locally stationary multivariate processes
On covariance function tests used in system identification
Recursive estimation and time-series analysis. An introduction
The Relationship between Variable Selection and Data Agumentation and a Method for Prediction

Cited in

(21)

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

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