ESTIMATION OF KERNELS FOR DISCRETE I/O WIENER-VOLTERRA MODELS WITH STATIONARY GAUSSIAN INPUT PROCESS.

Gy Terdik, P. Michelberger, P. Varlaki

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Abstract

The paper investigates the properties of GHAW polynomials for a Gaussian stationary series. The estimation of the coefficients of a Wiener model with stationary Gaussian AR input is examined. The asymptotic normality of the estimators is proved using the central limit theorem for functionals of strong mixing sequences. Finally, an application is considered for the nonparametric identification of stochastic nonlinear vibrating models of vehicle system dynamics.

Original languageEnglish
Pages (from-to)141-158
Number of pages18
JournalActa Technica (Budapest)
Volume100
Issue number1-2
Publication statusPublished - Dec 1 1987

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ASJC Scopus subject areas

  • Engineering(all)

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