Interpretation of non-parametric estimates of time-varying systems

Daniel Ludvig*, Eric Perreault

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Scopus citations


There are numerous approaches to estimating the dynamics of time-varying systems. Ensemble approaches are especially suited for estimating time-varying biological systems as they require no assumptions about the time-varying behavior of the system being estimated. In this paper we evaluate the ability of non-parametric ensemble methods to estimate time-varying changes in the underlying parameters of a dynamic system. Using simulated data we determined that the estimated static gain of the system was filtered by the dynamics of the system. Furthermore, when the underlying parameters of the system changed in a step-wise fashion, the parameters estimated from the identified non-parametric impulse or frequency response functions did not match the simulated model parameters for a time corresponding to the transient response of the simulated system. These findings show that a system with time-varying parameters cannot be represented by a series of impulse or frequency responses characterized by parameters that match the values and time course of the underlying system. Thus, underlying system parameters cannot be inferred directly from non-parametric time-varying estimates, as they can be in a time-invariant case. These results have important implications for understanding the parametric variations associated with time-varying systems that are best studied using non-parametric approaches, such as many biological systems.

Original languageEnglish (US)
Title of host publication2012 American Control Conference, ACC 2012
Number of pages6
StatePublished - Nov 26 2012
Event2012 American Control Conference, ACC 2012 - Montreal, QC, Canada
Duration: Jun 27 2012Jun 29 2012


Other2012 American Control Conference, ACC 2012
CityMontreal, QC

ASJC Scopus subject areas

  • Electrical and Electronic Engineering

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