Repozytorium publikacji - Politechnika Gdańska

The problem of identification of a nonstationary autoregressive process with unknown, and possibly time-varying, rate of parameter changes, is considered and solved using the parallel estimation approach. The proposed two-stage estimation scheme, which combines the local estimation approach with the basis function one, offers both quantitative and qualitative improvements compared with the currently used single-stage methods.

Autorzy

• prof. dr hab. inż. Maciej Niedźwiecki link otwiera się w nowej karcie ,
• dr inż. Marcin Ciołek link otwiera się w nowej karcie