NONPARAMETRIC IDENTIFICATION OF NONLINEAR ZADEH MODELS USING GAUSSIAN AUTOREGRESSIVE INPUT PROCESSES

Authors

  • Péter VÁRLAKI
  • György TERDIK

Abstract

The paper presents a nonparametric identification method for the determination of the kernels of nonlinear analytic Zadeh models if the input signal is a Gaussian stationary autoregressive process.

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How to Cite

VÁRLAKI, P., TERDIK, G. (1986) “NONPARAMETRIC IDENTIFICATION OF NONLINEAR ZADEH MODELS USING GAUSSIAN AUTOREGRESSIVE INPUT PROCESSES”, Periodica Polytechnica Transportation Engineering, 14(1), pp. 33–48.

Issue

Vol. 14 No. 1 (1986)

Section

Articles