Nonparametric instrumental variables for identification of block-oriented systems

摘要: Abstract A combined, parametric-nonparametric identification algorithm for a special case of NARMAX systems is proposed. The parameters individual blocks are aggregated in one matrix including mixed products parameters. estimated by an instrumental variables technique with the instruments generated nonparametric kernel method. Finally, result decomposed to obtain system elements. consistency proposed estimate proved and rate convergence analyzed. Also, form optimal established method their approximate generation idea guarantees that I.V. well defined, improves behaviour least-squares allows reducing estimation error. simple implementation robust correlated noise.