کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
698329 | 890403 | 2008 | 6 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
On the lower smoothing bound in identification of time-varying systems
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موضوعات مرتبط
مهندسی و علوم پایه
سایر رشته های مهندسی
کنترل و سیستم های مهندسی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: On the lower smoothing bound in identification of time-varying systems On the lower smoothing bound in identification of time-varying systems](/preview/png/698329.png)
چکیده انگلیسی
In certain applications of nonstationary system identification the model-based decisions can be postponed, i.e. executed with a delay. This allows one to incorporate in the identification process not only the currently available information, but also a number of “future” data points. The resulting estimation schemes, which involve smoothing, are not causal. Assuming that the infinite observation history is available, the paper establishes the lower steady-state estimation bound for any noncausal estimator applied to a linear system with randomly drifting coefficients (under Gaussian assumptions). This lower bound complements the currently available one, which is restricted to causal estimators.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Automatica - Volume 44, Issue 2, February 2008, Pages 459–464
Journal: Automatica - Volume 44, Issue 2, February 2008, Pages 459–464
نویسندگان
Maciej Niedźwiecki,