NONPARAMETRIC IDENTIFICATION WITH ERRORS IN INDEPENDENT VARIABLES

Authors
RAFAJLOWICZ E
Citation
E. Rafajlowicz, NONPARAMETRIC IDENTIFICATION WITH ERRORS IN INDEPENDENT VARIABLES, International Journal of Systems Science, 25(11), 1994, pp. 2031-2038
Citations number
34
Categorie Soggetti
System Science","Computer Science Theory & Methods","Operatione Research & Management Science
Journal title
International Journal of Systems Science → ACNP
ISSN journal
00207721
Volume
25
Issue
11
Year of publication
1994
Pages
2031 - 2038
Database
ISI
SICI code
0020-7721(1994)25:11<2031:NIWEII>2.0.ZU;2-J
Abstract
In this paper the problem of non-parametric identification of a static system is considered in the presence of errors in both dependent and independent variables. Identification is based on the orthogonal serie s expansion. Errors in independent variables are modelled in two ways: as pointwise errors, and as errors caused by an averaging. Sufficient conditions for MISE consistency are proved in both cases.