Nonparametric instrumental variables for identification of block-oriented systems

Grzegorz Mzyk

Displaying similar documents to “Nonparametric instrumental variables for identification of block-oriented systems”

A simple scheme for semi-recursive identification of Hammerstein system nonlinearity by Haar wavelets

Przemysław Śliwiński, Zygmunt Hasiewicz, Paweł Wachel (2013)

International Journal of Applied Mathematics and Computer Science

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A simple semi-recursive routine for nonlinearity recovery in Hammerstein systems is proposed. The identification scheme is based on the Haar wavelet kernel and possesses a simple and compact form. The convergence of the algorithm is established and the asymptotic rate of convergence (independent of the input density smoothness) is shown for piecewiseLipschitz nonlinearities. The numerical stability of the algorithm is verified. Simulation experiments for a small and moderate number of...

Unscented filtering from delayed observations with correlated noises.

Hermoso-Carazo, A., Linares-Pérez, J. (2009)

Mathematical Problems in Engineering

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Model-matching-based control of the Beverton-Holt equation in ecology.

De La Sen, M., Alonso-Quesada, S. (2008)

Discrete Dynamics in Nature and Society

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Generalized kernel regression estimatefor the identification of Hammerstein systems

Grzegorz Mzyk (2007)

International Journal of Applied Mathematics and Computer Science

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A modified version of the classical kernel nonparametric identification algorithm for nonlinearity recovering in a Hammerstein system under the existence of random noise is proposed. The assumptions imposed on the unknown characteristic are weak. The generalized kernel method proposed in the paper provides more accurate results in comparison with the classical kernel nonparametric estimate, regardless of the number of measurements. The convergence in probability of the proposed estimate...