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Box–Jenkins alike identification using nonparametric noise models |
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| Authors: | J R Y |
| Affiliation: | Department ELEC, Vrije Universiteit Brussel, Pleinlaan 2, 1050 Brussels, Belgium |
| Abstract: | The identification of a SISO linear dynamic system in the presence of output noise disturbances is studied. It is shown that a nonparametric model for the disturbing output noise can be extracted from the raw data, even without estimating a plant model. Next a Box–Jenkins alike identification scheme is proposed using the nonparametric noise model as weighting. |
| Keywords: | Box–Jenkins identification Non-parametric noise model |
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