On noncausal weighted least squares identification of nonstationary stochastic systems

DOI10.1016/J.AUTOMATICA.2011.08.008zbMath1228.93123OpenAlexW1967010080MaRDI QIDQ642630

Szymon Gackowski, Maciej Niedźwiecki

Publication date: 27 October 2011

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2011.08.008

zbMATH Keywords

system identificationnonstationary processesnoncausal estimation

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

Related Items (1)

On adaptive covariance and spectrum estimation of locally stationary multivariate processes

Cites Work

• Easy recipes for cooperative smoothing
• Identification of nonstationary stochastic systems using parallel estimation schemes
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