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

摘要

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.