Repozytorium publikacji - Politechnika Gdańska

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Repozytorium publikacji
Politechniki Gdańskiej

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Generalized Savitzky–Golay filters for identification of nonstationary systems

The problem of identification of nonstationary systems using noncausal estimation schemes is consid-ered and a new class of identification algorithms, combining the basis functions approach with localestimationtechnique,isdescribed.Unliketheclassicalbasisfunctionestimationschemes,theproposedlocal basis function estimators are not used to obtain interval approximations of the parametertrajectory, but provide a sequence of point estimates corresponding to consecutive instants of time.Based on the results of theoretical analysis conducted for nonstationary finite impulse responsesystems the paper proposes two mechanisms for adaptive selection of the number of basis functionsand the size of the local analysis window.

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