dc.contributor | Poznyak., A. S. | |
dc.creator | Medel -Juárez, J. J. | |
dc.date.accessioned | 2013-04-27T00:42:31Z | |
dc.date.available | 2013-04-27T00:42:31Z | |
dc.date.created | 2013-04-27T00:42:31Z | |
dc.date.issued | 1999-09-10 | |
dc.identifier | Revista Computación y Sistemas; Vol. 3 No. 1 | |
dc.identifier | 1405-5546 | |
dc.identifier | http://www.repositoriodigital.ipn.mx/handle/123456789/15474 | |
dc.description.abstract | Abstract. To identify time-varying matrix parameter participating
in ARMAX-model description, a new recursive procedure is suggested in this thesis. This algorithm presents a combination of recursive version of Instrumental Variable procedure together with Matrix Forgetting Factor. The asymptotic value of the identification error "in average" is shown to have a bound which turns out to be dependent on the rate of parameter changing as well as on the variance of noise to be applied. By Monte-Carlo method it was shown that identification performance index has a minimum within the set of matrix forgetting with a norm less then 1. The optimum value as well as the corresponding optimal matrix forgetting are dependent on unknown parameters of a given ARMAX model and also on statistic characteristics of the applied noises. | |
dc.language | en_US | |
dc.publisher | Revista Computación y Sistemas; Vol. 3 No. 1 | |
dc.relation | Revista Computación y Sistemas;Vol. 3 No. 1 | |
dc.title | Identification of Non Stationary ARMA Models Based on Matrix Forgetting | |
dc.type | Other | |