arx模型中辨识与预测的非参数算法

2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO) Pub Date : 2016-02-15 DOI:10.1109/SMRLO.2016.109

G. Koshkin, Vadim Yu. Lukov, I. G. Piven

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引用次数: 2

摘要

为了识别定义非线性arx过程的未知函数，我们使用核回归估计器。找到了这些估计量的均方误差的主成分。该算法已应用于实际数据处理中。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Nonparametric Algorithms of Identification and Prediction in the ARX-Models

To identify an unknown function defining of a nonlinear ARX-process, we use kernel regression estimators. The principal parts of mean square errors for these estimators are found. The proposed algorithms are applied to the real data processing.

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2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)

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