Using wavelet in identification state space models

	Using wavelet in identification state space models
International Journal of Nonlinear Analysis and Applications
مقاله 210، دوره 13، شماره 1، خرداد 2022، صفحه 2573-2578 اصل مقاله (405.49 K)
نوع مقاله: Research Paper
شناسه دیجیتال (DOI): 10.22075/ijnaa.2022.5958
نویسنده
Heyam A. A. Hayawi^*
Department of Statistics and Informatics, University of Mosul, Mosul, Iraq
چکیده
In this research, an attempt to address a problem that is still intractable for researchers in the field of diagnosing dynamic systems, including state space models, which are related to determining the type of process appropriate to the nature of the system and determining its rank. Accordingly, the wavelet method will be adopted in the diagnostic process and the parameters of these models will be estimated using the least-squares method, applying this to real data and comparing the results based on a set of statistical and engineering criteria using the ready-made program Matlab.
کلیدواژه‌ها
Time Series؛ State Space؛ Identification؛ wavelet
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