TY - GEN
A1 - Mzyk, Grzegorz
A2 - Korbicz, Józef - red.
A2 - Uciński, Dariusz - red.
PB - Zielona Góra: Uniwersytet Zielonogórski
N2 - A combined, parametric-nonparametric identification algorithm for a special case of NARMAX systems is proposed. The parameters of individual blocks are aggregated in one matrix (including mixed products of parameters). The matrix is estimated by an instrumental variables technique with the instruments generated by a nonparametric kernel method. Finally, the result is decomposed to obtain parameters of the system elements.
N2 - The consistency of the proposed estimate is proved and the rate of convergence is analyzed. Also, the form of optimal instrumental variables is established and the method of their approximate generation is proposed. The idea of nonparametric generation of instrumental variables guarantees that the I.V. estimate is well defined, improves the behaviour of the least-squares method and allows reducing the estimation error. The method is simple in implementation and robust to the correlated noise.
L1 - http://www.zbc.uz.zgora.pl/Content/78865/AMCS_2013_23_3_4.pdf
L2 - http://www.zbc.uz.zgora.pl/Content/78865
KW - system identification
KW - instrumental variables
KW - NARMAX system
KW - Hammerstein systems
KW - Wiener system
KW - Lur`e system
KW - nonparametric methods
T1 - Nonparametric instrumental variables for identification of block-oriented systems
UR - http://www.zbc.uz.zgora.pl/dlibra/docmetadata?id=78865
ER -