Nonparametric instrumental variables for identification of block-oriented systems
Grzegorz Mzyk (2013)
International Journal of Applied Mathematics and Computer Science
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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. The consistency of the proposed estimate is proved and the rate...