On noncausal identification of nonstationary stochastic systems

Abstract

In this paper we consider the problem of noncausal identification of nonstationary, linear stochastic systems, i.e., identification based on prerecorded input/output data. We show how several competing weighted least squares parameter smoothers, differing in memory settings, can be combined together to yield a better and more reliable smoothing algorithm… (More)

Topics

7 Figures and Tables

Cite this paper

@inproceedings{Niedzwiecki2011OnNI, title={On noncausal identification of nonstationary stochastic systems}, author={Maciej Niedzwiecki and Szymon Gackowski}, year={2011} }