Nonparametric Time-Domain Identification of Linear Slowly Time-Variant Systems Using B-Splines

This paper presents a nonparametric time-domain estimation method for linear slowly time-varying systems. The proposed method uses a 2-D impulse response function. That is modeled by a generalized B-spline smoothing technique. This means that double smoothing is applied: once over the different real...

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Bibliographic Details
Published in:IEEE transactions on instrumentation and measurement 2015-01, Vol.64 (1), p.252-262
Main Authors: Csurcsia, Peter Zoltan, Schoukens, Johan, Kollar, Istvan, Lataire, John
Format: Article
Language:English
Subjects:
B-spline
Dynamical systems
Dynamics
Estimation
Impulse response
impulse response function
Instrumentation
Interpolation
Mathematical models
Noise
order reduction
Smoothing
Smoothing methods
Splines (mathematics)
System dynamics
system identification
Time-domain analysis
time-variant system
Time-varying systems
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Summary:This paper presents a nonparametric time-domain estimation method for linear slowly time-varying systems. The proposed method uses a 2-D impulse response function. That is modeled by a generalized B-spline smoothing technique. This means that double smoothing is applied: once over the different realizations (referring to the system behavior) and once over the global time (referring to the system memory). With respect to the system dynamics using the proposed method, it is possible to reduce the model order and to decrease the effect of the disturbing noise.
ISSN:0018-9456
1557-9662
DOI:10.1109/TIM.2014.2338671