On noncausal weighted least squares identification of nonstationary stochastic systems

DOI10.1016/J.AUTOMATICA.2011.08.008MaRDI QIDQ642630zbMATH OpenOpenAlexFDO

Authors Maciej Niedźwiecki, Szymon Gackowski

Publication date 27 October 2011

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2011.08.008

zbMATH Keywords

system identificationnonstationary processesnoncausal estimation

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

Recommendations

• Optimal and suboptimal smoothing algorithms for identification of time-varying systems with randomly drifting parameters
• On ``cheap smoothing opportunities in identification of time-varying systems
• On the lower smoothing bound in identification of time-varying systems
• scientific article; zbMATH DE number 21862
• scientific article; zbMATH DE number 3952637

Cites work

• scientific article; zbMATH DE number 3952637 (Why is no real title available?)
• scientific article; zbMATH DE number 1564259 (Why is no real title available?)
• Easy recipes for cooperative smoothing
• Identification of nonstationary stochastic systems using parallel estimation schemes

Cited in

(14)

• Optimal and suboptimal smoothing algorithms for identification of time-varying systems with randomly drifting parameters
• Use of bicausal weighting sequences in least squares identification of open-loop unstable dynamic systems
• A new look at the statistical identification of nonstationary systems
• On tracking characteristics of weighted least squares estimators applied to nonstationary system identification
• 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
• Non-asymptotic state-space identification of closed-loop stochastic linear systems using instrumental variables
• Generalized Savitzky-Golay filters for identification of nonstationary systems
• scientific article; zbMATH DE number 3952637 (Why is no real title available?)
• Identification of nonstationary processes using noncausal bidirectional lattice filtering
• Nonlinear system identification via direct weight optimization
• On adaptive covariance and spectrum estimation of locally stationary multivariate processes

This page was built for publication: On noncausal weighted least squares identification of nonstationary stochastic systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q642630)