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.
|Number of pages||18|
|Journal||Acta Technica (Budapest)|
|Publication status||Published - Dec 1 1987|
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