Application of multiple Fourier series to identification of multivariable non-stationary systems
Leszek Rutkowski · International Journal of Systems Science · 1989
An algorithm for the on-line identification of multivariable non-stalionary systems is presented. The procedure is based on the first arithmetic means (C, 1) of multiple Fourier series. Convergence in the probability and with probability one is proved. Systems with multiplicative non-stalionarity are discussed in details.