Digital Library of Zielona Góra contains 9 272 digital objects
Object
Title: Recursive identification of noisy autoregressive models via a noise-compensated overdetermined instrumental variable method
Contributor:
Korbicz, Józef (1951- ) - red. ; Uciński, Dariusz - red.
Group publication title:
Abstract:
The aim of this paper is to develop a new recursive identification algorithm for autoregressive (AR) models corrupted by additive white noise. The proposed approach relies on a set of both low-order and high-order Yule-Walker equations and on a modified version of the overdetermined recursive instrumental variable method, leading to the estimation of both the AR coefficients and the additive noise variance. ; The main motivation behind our proposition is introducing model identification procedures suitable for implementation on edge-computing platforms and programmable logic controllers (PLCs), which are known to have limited capabilities and resources when dealing with complex mathematical computations (i.e., matrix inversion). Indeed, our development is focused on condition monitoring systems, with particular attention paid to their integration onboard industrial machinery. The performance of the recursive approach is tested using both numerical simulations and a laboratory case study. The obtained results are very promising.
Publisher:
Zielona Góra: Uniwersytet Zielonogórski
Resource Identifier:
DOI:
Pages:
Source:
AMCS, volume 34, number 1 (2024) ; click here to follow the link
Language:
License CC BY 4.0:
Rights:
Biblioteka Uniwersytetu Zielonogórskiego
Object collections:
- Repository > Faculties > Faculty of Computer, Electrical and Control Engineering
- Repository > Types of work > Articles
- Repository > Scientific journals and UZ publishing series > International Journal of Applied Mathematics and Computer Science (AMCS) > International Journal of Applied Mathematics and Computer Science (AMCS) (2024)
Last modified:
Jul 29, 2025
In our library since:
Jul 29, 2025
Number of object content hits:
7
All available object's versions:
https://zbc.uz.zgora.pl/repozytorium/publication/101655
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 34, number 1 (2024)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 34, number 2 (2024)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 34, number 3 (2024)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 34, number 4 (2024)
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| Edition name | Date |
|---|---|
| Recursive identification of noisy autoregressive models via a noise-compensated overdetermined instrumental variable method | Jul 29, 2025 |
Objects Similar
Greblicki, Włodzimierz Triggiani, Roberto- ed. Maksimov, Vyacheslav I. - ed.
Janiszowski, Krzysztof B. Korbicz, Józef (1951- ) - red. Uciński, Dariusz - red.
Mzyk, Grzegorz Korbicz, Józef (1951- ) - red. Uciński, Dariusz - red.
Orjuela, Rodolfo Marx, Benoît Ragot, José Maquin, Didier Korbicz, Józef (1951- ) - red. Uciński, Dariusz - red.
Barszcz, Tomasz Czop, Piotr Korbicz, Józef (1951- ) - red. Uciński, Dariusz - red.
Marcu, Teodor Mirea, Letitia Frank, Paul M. Korbicz, Józef (1951- ) - red. Patton, Ronald J. - red.
Phan, Minh Q. Longman, Richard W. Lee, Soo Cheol Lee, Jae-Won Korbicz, Józef (1951- ) - red. Uciński, Dariusz - red.
Allawdin, Piotr Połczyński, Jarosław Kuczma, Mieczysław - red.
