Identification of Piecewise Linear Parameters of Regression Models of Non-Stationary Deterministic Systems |
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Authors: | Jian Wang Tuan Le Vang A A Pyrkin S A Kolyubin A A Bobtsov |
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Affiliation: | 1.Hangzhou Dianzi University,Hangzhou,China;2.ITMO University (National Research University of Information Technologies, Mechanics and Optics),St. Petersburg,Russia |
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Abstract: | We consider the problem of identifying unknown nonstationary piecewise linear parameters for a linear regression model. A new algorithm is proposed that allows, in the case of a number of assumptions on the elements of the regressor, to provide an estimate of unknown non-stationary parameters. We analyze in detail the case with two unknown parameters, which makes it possible to understand the main idea of the proposed approach. We also consider a generalization to the case of an arbitrary number of parameters. We give an example of computer simulation that illustrates the efficiency of the proposed approach. |
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