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2013 | 23 | 3 | 521-537
Tytuł artykułu

Nonparametric instrumental variables for identification of block-oriented systems

Autorzy
Treść / Zawartość
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
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.
Rocznik
Tom
23
Numer
3
Strony
521-537
Opis fizyczny
Daty
wydano
2013
otrzymano
2012-12-06
poprawiono
2013-04-29
Twórcy
  • Institute of Computer Engineering, Control and Robotics, Wrocław University of Technology, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland
Bibliografia
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  • Mzyk, G. (2009). Nonlinearity recovering in Hammerstein system from short measurement sequence, IEEE Signal Processing Letters 16(9): 762-765.
  • Mzyk, G. (2013). Instrumental variables for nonlinearity recovering in block-oriented systems driven by correlated signal, International Journal of Systems Science, DOI: 10.1080/00207721.2013.775682.
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Typ dokumentu
Bibliografia
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