Repozytorium Uniwersytetu Zielonogórskiego udostępnia 9 590 obiektów cyfrowych
Obiekt
Tytuł: Nonparametric instrumental variables for identification of block-oriented systems
Contributor:
Korbicz, Józef (1951- ) - red. ; Uciński, Dariusz - red.
Group publication title:
Abstract:
A combined, parametric-nonparametric identification algorithm for a special case of NARMAX systems is proposed. The parameters of individual blocks are aggregated in one matrix (including mixed products of parameters). The matrix is estimated by an instrumental variables technique with the instruments generated by a nonparametric kernel method. Finally, the result is decomposed to obtain parameters of the system elements. ; The consistency of the proposed estimate is proved and the rate of convergence is analyzed. Also, the form of optimal instrumental variables is established and the method of their approximate generation is proposed. The idea of nonparametric generation of instrumental variables guarantees that the I.V. estimate is well defined, improves the behaviour of the least-squares method and allows reducing the estimation error. The method is simple in implementation and robust to the correlated noise.
Publisher:
Zielona Góra: Uniwersytet Zielonogórski
Resource Identifier:
DOI:
Pages:
Source:
AMCS, volume 23, number 3 (2013)
Language:
License CC BY 4.0:
Rights:
Biblioteka Uniwersytetu Zielonogórskiego
Kolekcje, do których przypisany jest obiekt:
- 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) (2013)
Data ostatniej modyfikacji:
14 lip 2025
Data dodania obiektu:
22 kwi 2024
Liczba wyświetleń treści obiektu:
133
Wszystkie dostępne wersje tego obiektu:
https://zbc.uz.zgora.pl/repozytorium/publication/88659
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 23, number 1 (2013)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 23, number 2 (2013)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 23, number 3 (2013)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 23, number 4 (2013)
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| Nazwa wydania | Data |
|---|---|
| Nonparametric instrumental variables for identification of block-oriented systems | 14 lip 2025 |
Obiekty Podobne
Greblicki, Włodzimierz Triggiani, Roberto- ed. Maksimov, Vyacheslav I. - ed.
Mzyk, Grzegorz Korbicz, Józef (1951- ) - red.
Orjuela, Rodolfo Marx, Benoît Ragot, José Maquin, Didier Korbicz, Józef (1951- ) - red. Uciński, Dariusz - red.
Zhirabok, Alexey Shumsky, Alexey Korbicz, Józef (1951- ) - red. Uciński, Dariusz - red.
Śliwiński, Przemysław 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.
