In this paper we consider the problem of finiteintervalparameter smoothing for a class of nonstationary linearstochastic systems subject to both smooth and abrupt parameterchanges. The proposed parallel estimation scheme combines theestimates yielded by several exponentially weighted basis functionalgorithms. The resulting smoother automatically adjustsits smoothing bandwidth to the type and rate of nonstationarityof the identified system. It also allows one to account for thedistribution of the measurement noise.
Authors
- prof. dr hab. inż. Maciej Niedźwiecki link open in new tab ,
- Szymon Gackowski
Additional information
- DOI
- Digital Object Identifier link open in new tab 10.1109/cdc.2012.6427018
- Category
- Aktywność konferencyjna
- Type
- publikacja w wydawnictwie zbiorowym recenzowanym (także w materiałach konferencyjnych)
- Language
- angielski
- Publication year
- 2012
