A nonparametric algorithm for identification of linear dynamic SISO systems of unknown order
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.
linear dynamic single-input- single-output systems
scientific article; zbMATH DE number 3970651
scientific article