Abstract
The kernel approach and the local polynomial approximation (LPA) define a class of nonparametric estimators for unknown time-varying parameters of a dynamic process model.The technique is applicable to the tracking the rapidly time-varying parameters and their derivatives. The a priori information about amplitude values of the parameters and their derivatives can be incorporated in a natural way into the algorithm in order to improve the accuracy of the estimation. Simulation results for tracking a time-varying frequency are presented.
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© 1994 Springer-Verlag Berlin Heidelberg
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Katkovnik, V.Y. (1994). Local Polynomial Approximation of Rapidly Time-Varying Parameters of Nonlinear Dynamics. In: Dutter, R., Grossmann, W. (eds) Compstat. Physica, Heidelberg. https://doi.org/10.1007/978-3-642-52463-9_6
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DOI: https://doi.org/10.1007/978-3-642-52463-9_6
Publisher Name: Physica, Heidelberg
Print ISBN: 978-3-7908-0793-6
Online ISBN: 978-3-642-52463-9
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