ABSTRACT
Before we set out to estimate non-parametric models, it is useful to recap certain relevant points concerning their uses from previous chapters.
Non-parametric models are usually the preferred starting points in identification for reasons discussed previously (recall §17.4). They make minimal assumptions about the process and do not require any significant intervention from the user. In Chapter 17 we studied three important descriptions, namely, impulse, step and frequency response models. The focus is primarily on estimation of these models, specifically in Sections 20.2, 20.3 and 20.4, respectively.
