Nonparametric identification of a particular nonlinear time series system

DOI10.1109/78.127973zbMath0743.62081OpenAlexW2098194101MaRDI QIDQ4005169

Mirosław Pawlak, Włodzimierz Greblicki

Publication date: 27 September 1992

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.127973

zbMATH Keywords

rate of convergenceconsistencynonlinear time seriesnonparametric identificationcascade structureGaussian inputHermite series based method

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12)

Related Items (3)

MINLIP for the identification of monotone Wiener systems ⋮ Identifiability and convergence analysis of the MINLIP estimator ⋮ Semirecursive nonparametric algorithms for Hammerstein systems with stochastic autocorrelated input

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