New results on estimation bandwidth adaptation

被引：1
|
作者：
Niedzwiecki, Maciej [1 ]
Ciolek, Marcin [1 ]
机构：
[1] Gdansk Univ Technol, Fac Elect Telecommun & Comp Sci, Dept Automat Control, Ul Narutowicza 11-12, Gdansk, Poland
来源：
IFAC PAPERSONLINE | 2018年 / 51卷 / 15期
关键词：
identification of nonstationary autoregressive processes; noncausal estimation; parameter tracking; estimation bandwidth selection;
D O I：
10.1016/j.ifacol.2018.09.074
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The problem of identification of a nonstationary autoregressive signal using non causal estimation schemes is considered. Noncausal estimators can be used in applications that are not time-critical, i.e., do not require real-time processing. A new adaptive estimation bandwidth selection rule based on evaluation of pseudoprediction errors is proposed, allowing one to adjust tracking characteristics of noncausal estimators to unknown and/or time-varying degree of signal nonstationarity. The new rule is compared with the previously proposed one, based on the generalized Akaike's final prediction error criterion. (C) 2018, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.
引用
收藏
页码：933 / 938
页数：6
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