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Nonparametric system identification by kernel methods |
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| Authors: | Georgiev A. |
| Affiliation: | Technical University of Wroclaw, Wroclaw, Poland; |
| Abstract: | A new nonparametric estimate for nonlinear discrete-time dynamic systems is considered. The new algorithm is weakly consistent under a specific condition on the transition probability operator of a stationary Markov process. The estimate is applicable when a parametric state model of the system is difficult to choose. |
| Keywords: | |