Nonparametric Identification of a Memoryless Stochastic System with Cascade Structure
Adam Krzyżak · 1986
In this paper a memoryless system with cascade structure is identified. No restrictions concerning the functional form of the transform characteristics of the complex system components are imposed. The algorithm for estimating the subsystems characteristics is presented and it is shown to converge with probability one for a suitable choice of its parameters, when a number of observations tends to infinity.