Object
Title: 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:
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) (2013)
Last modified:
Nov 5, 2024
In our library since:
Apr 22, 2024
Number of object content hits:
33
All available object's versions:
https://zbc.uz.zgora.pl/repozytorium/publication/88659
Show description in RDF format:
Show description in OAI-PMH format:
-
International Journal of Applied Mathematics and Computer Science (AMCS)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 26 (2016)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 25 (2015)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 24 (2014)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 23 (2013)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 23, number 1 (2013)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 23, number 2 (2013)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 23, number 3 (2013)
- Design of unknown input fractional-order observers for fractional-order systems
- Approximation of fractional positive stable continuous-time linear systems by fractional positive stable discrete-time systems
- A simple scheme for semi-recursive identification of Hammerstein system nonlinearity by Haar wavelets
- Nonparametric instrumental variables for identification of block-oriented systems
- Nonlinear state observers and extended Kalman filters for battery systems
- Robust nonlinear observer design for actuator fault detection in diesel engines
- A biochemical multi-species quality model of a drinking water distribution system for simulation and design
- Controlling a non-homogeneous Timoshenko beam with the aid of the torque
- An adaptive output feedback motion tracking controller for robot manipulators: Uniform global asymptotic stability and experimentation
- A fuzzy approach to option pricing in a Levy process setting
- Epoch-incremental reinforcement learning algorithms
- Parametric logarithmic type image processing for contrast based auto-focus in extreme lighting conditions
- Pipelined language model construction for Polish speech recognition
- On a matching distance between rooted phylogenetic trees
- A modified convolution and product theorem for the linear canonical transform derived by representation transformation in quantum mechanics
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 23, number 4 (2013)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 23, number 1 (2013)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 22 (2012)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 21 (2011)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 20 (2010)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 19 (2009)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 18 (2008)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 17 (2007)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 16 (2006)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 15 (2005)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 13 (2003)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 12 (2002)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 11 (2001)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 10 (2000)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 9 (1999)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 8 (1998)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 7 (1997)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 6 (1996)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 5 (1995)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 4 (1994)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 3 (1993)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 2 (1992)
-
International Journal of Applied Mathematics and Computer Science (AMCS),volume 1 (1991)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 26 (2016)
| Edition name | Date |
|---|---|
| Nonparametric instrumental variables for identification of block-oriented systems | Nov 5, 2024 |
