A nonparametric algorithm for identification of linear dynamic SISO systems of unknown order (Q1081577)

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scientific article; zbMATH DE number 3970651
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A nonparametric algorithm for identification of linear dynamic SISO systems of unknown order
scientific article; zbMATH DE number 3970651

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    A nonparametric algorithm for identification of linear dynamic SISO systems of unknown order (English)
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    1984
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    A new nonparametric algorithm is presented for estimation of the weighting function of linear dynamic single-input-single-output systems. The behavior of the mean squared error of the proposed estimate is examined. Finally, the optimal parameter is found for the best speed of uniform mean squared consistency.
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    nonparametric algorithm
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    weighting function
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    linear dynamic single-input- single-output systems
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    mean squared consistency
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    continuous-time
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