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Nonparametric identification of quasi-stationary systems |
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| Authors: | Leszek Rutkowski |
| Affiliation: | Department of Electrical Engineering, Technical University of Cz?stochowa, Zawadzkiego 17, 42-200 Cz?stochowa, Poland |
| Abstract: | Recursive estimates of a regression function — based on the Parzen-Rosenblatt kernels — are applied for identification of quasi-stationary systems. It is shown that these estimates do not lose their asymptotic properties even if the data are not stationary. Conditions for weak and strong pointwise consistency are given. |
| Keywords: | Author Keywords: Nonparametric regression estimates Quasi-stationary systems Weak convergence Strong convergence Nonstationary systems |
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