Nonparametric output prediction for nonlinear fading memory systems
@article{Kulkarni1999NonparametricOP, title={Nonparametric output prediction for nonlinear fading memory systems}, author={Sanjeev R. Kulkarni and S. E. Posner}, journal={IEEE Trans. Autom. Control.}, year={1999}, volume={44}, pages={29-37} }
The authors construct a class of elementary nonparametric output predictors of an unknown discrete-time nonlinear fading memory system. Their algorithms predict asymptotically well for every bounded input sequence, every disturbance sequence in certain classes, and every linear or nonlinear system that is continuous and asymptotically time-invariant, causal, and with fading memory. The predictor is based on k/sub n/-nearest neighbor estimators from nonparametric statistics. It uses only…
8 Citations
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