82 search results - page 1 / 17 » On the estimation of the linear relation when the error vari... |
CSDA
2007
13 years 4 months ago
2007
The problem of consistent estimation in measurement error models in a linear relation with not necessarily normally distributed measurement errors is considered. Three possible es...
WSC
2007
13 years 7 months ago
2007
We investigate the conception that the sample variance of the control variate (CV) should be used for estimating the optimal linear CV weight, even when the CV variance is known. ...
TSP
2010
12 years 11 months ago
2010
Abstract--This paper investigates the impulse response estimation of linear time-invariant (LTI) systems when only noisy finitelength input-output data of the system is available. ...
ICNSC
2008
IEEE
13 years 11 months ago
2008
IEEE
In this paper, a variance constrained filtering problem is considered for systems with both non-Gaussian noises and polytopic uncertainty. A novel filter is developed to estimate t...
ESANN
2003
2003
Approximately unbiased estimation of conditional variance in heteroscedastic kernel ridge regression
13 years 6 months ago
In this paper we extend a form of kernel ridge regression for data characterised by a heteroscedastic noise process (introduced in Foxall et al. [1]) in order to provide approxima...