Korbicz, Józef - red. ; Uciński, Dariusz - red.
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.
Zielona Góra: Uniwersytet Zielonogórski
AMCS, volume 23, number 3 (2013)
Biblioteka Uniwersytetu Zielonogórskiego
Apr 22, 2024
Apr 22, 2024
18
https://zbc.uz.zgora.pl/repozytorium/publication/88659
Edition name | Date |
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Nonparametric instrumental variables for identification of block-oriented systems | Apr 22, 2024 |
Greblicki, Włodzimierz Triggiani, Roberto- ed. Maksimov, Vyacheslav I. - ed.
Mzyk, Grzegorz Korbicz, Józef - red.
Orjuela, Rodolfo Marx, Benoît Ragot, José Maquin, Didier Korbicz, Józef - red. Uciński, Dariusz - red.
Śliwiński, Przemysław Korbicz, Józef - red. Uciński, Dariusz - red.
Barszcz, Tomasz Czop, Piotr Korbicz, Józef - red. Uciński, Dariusz - red.
Marcu, Teodor Mirea, Letitia Frank, Paul M. Korbicz, Józef - red. Patton, Ronald J. - red.
Phan, Minh Q. Longman, Richard W. Lee, Soo Cheol Lee, Jae-Won Korbicz, Józef - red. Uciński, Dariusz - red.
Kulczycki, Piotr Charytanowicz, Małgorzata Korbicz, Józef - red. Uciński, Dariusz - red.