Determination of the order of stochastically linear dynamic systems by using non-parametric estimation of a regression function

Описание

Тип публикации: доклад, тезисы доклада, статья из сборника материалов конференций

Конференция: International Scientific Conference on Applied Physics, Information Technologies and Engineering (APITECH) / 2-nd International Scientific and Practical Conference on Borisov's Readings; Siberian Fed Univ, Polytechn Inst, Krasnoyarsk, RUSSIA; Siberian Fed Univ, Polytechn Inst, Krasnoyarsk, RUSSIA

Год издания: 2019

Идентификатор DOI: 10.1088/1742-6596/1399/3/033090

Аннотация: In order to determine the accurate order of the model of discrete linear dynamic system, nonparametric algorithm is investigated. The algorithm is based on the application of the rule of selection of significant variables depending on a bandwidth. Selected variables are included in the Nadaraya-Watson regression estimation. The invПоказать полностьюestigated dynamic system was simulated under diverse working conditions. The accuracy of the models estimated with the non-parametric methods is investigated. Computational experiments showed that using the non-parametric algorithms, the model orders can be determined. Because of the large number of cases investigated, the probability of the general validity of this nonparametric algorithm is high. © Published under licence by IOP Publishing Ltd.

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Издание

Журнал: Journal of Physics: Conference Series

Выпуск журнала: Vol. 1399, Is. 3

Номера страниц: 33090

ISSN журнала: 17426588

Издатель: Institute of Physics Publishing

Персоны

  • Medvedev A.V (Siberian Fed Univ, Svobodny Pr 79, Krasnoyarsk, Russia)
  • Raskina A.V (Siberian Fed Univ, Svobodny Pr 79, Krasnoyarsk, Russia)
  • Chzhan E.A. (Siberian Fed Univ, Svobodny Pr 79, Krasnoyarsk, Russia)
  • Korneeva A.A. (Siberian Fed Univ, Svobodny Pr 79, Krasnoyarsk, Russia)
  • Videnin C.A. (Siberian Fed Univ, Svobodny Pr 79, Krasnoyarsk, Russia)