Functional series modeling approach to identification of nonstationary stochastic systems

DOI10.1109/9.7254zbMath0655.93074MaRDI QIDQ3803013

Maciej Niedźwiecki

Publication date: 1988

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.7254

zbMATH Keywords

time-dependent

Mathematics Subject Classification ID

93C55: Discrete-time control/observation systems

93E10: Estimation and detection in stochastic control theory

93C05: Linear systems in control theory

42C10: Fourier series in special orthogonal functions (Legendre polynomials, Walsh functions, etc.)

93E12: Identification in stochastic control theory

Related Items

A new look at the statistical identification of nonstationary systems, Identification and frequency domain analysis of non-stationary and nonlinear systems using time-varying NARMAX models, On-line wavelet estimation of Hammerstein system nonlinearity