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We propose a novel iterative algorithm for estimating a deterministic but unknown parameter vector in the presence of model uncertainties. This iterative algorithm is based on a system model where an overall noise term describes both, the…

统计理论 · 数学 2017-11-27 Oliver Lang , Michael Lunglmayr , Mario Huemer

We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…

系统与控制 · 电气工程与系统科学 2024-07-16 Simon Kuang , Xinfan Lin

A nonlinear partial differential equation is a nonlinear relationship between an unknown function and how it changes due to two or more input variables. A numerical method reduces such an equation to arithmetic for quick visualization, but…

历史与综述 · 数学 2019-09-27 R. Corban Harwood

This paper proposes an Extended-Kalman-Filter-like observer for parameter estimation during synchronization of chaotic systems. The exponential stability of the observer is guaranteed by a persistent excitation condition. This approach is…

混沌动力学 · 物理学 2017-06-21 L. Torres

We introduce an algorithm which, in the context of nonlinear regression on vector-valued explanatory variables, chooses those combinations of vector components that provide best prediction. The algorithm devotes particular attention to…

统计方法学 · 统计学 2014-02-03 Frédéric Ferraty , Peter Hall

The scope of this research is the identification of unknown piecewise constant parameters of linear regression equation under the finite excitation condition. Compared to the known methods, to make the computational burden lower, only one…

系统与控制 · 电气工程与系统科学 2022-08-05 Anton Glushchenko , Konstantin Lastochkin

A novel approach to the problem of partial state estimation of nonlinear systems is proposed. The main idea is to translate the state estimation problem into one of estimation of constant, unknown parameters related to the systems initial…

系统与控制 · 计算机科学 2016-04-08 Ortega Romeo , Bobtsov Alexey , Pyrkin Anton , Aranovskiy Stanislav

We consider the problem of using experimental time-series data for parameter estimation in nonlinear ordinary differential equations, focusing on the case where the data is noisy, sparse, irregularly sampled, includes multiple experiments,…

最优化与控制 · 数学 2025-01-07 Aleksandr Talitckii , Matthew M. Peet

We reexamine the classical linear regression model when the model is subject to two types of uncertainty: (i) some of covariates are either missing or completely inaccessible, and (ii) the variance of the measurement error is undetermined…

统计理论 · 数学 2021-08-05 Shuzhen Yang , Jianfeng Yao

This paper considers the problem of testing whether there exists a solution satisfying certain non-negativity constraints to a linear system of equations. Importantly and in contrast to some prior work, we allow all parameters in the system…

This study considers regression analysis of a circular response with an error-prone linear covariate. Starting with an existing estimator of the circular regression function that assumes error-free covariate, three approaches are proposed…

统计方法学 · 统计学 2025-08-25 Nicholas Woolsey , Xianzheng Huang

This paper considers nonparametric identification and estimation of the regression function when a covariate is mismeasured. The measurement error need not be classical. Employing the small measurement error approximation, we establish…

计量经济学 · 经济学 2024-03-19 Kirill S. Evdokimov , Andrei Zeleneev

This article aims at discovering the unknown variables in the system through data analysis. The main idea is to use the time of data collection as a surrogate variable and try to identify the unknown variables by modeling gradual and sudden…

统计方法学 · 统计学 2023-10-12 V. Roshan Joseph , William E. Lewis , Henry S. Yuchi , Kathryn A. Maupin

In this paper we provide a comprehensive study of statistical inference in linear and allied models which exhibit some analytic perturbations in their design and covariance matrices. We also indicate a few potential applications. In the…

统计理论 · 数学 2008-12-18 Jerzy A. Filar , Irene Hudson , Thomas Mathew , Bimal Sinha

We consider a dynamic method, based on synchronization and adaptive control, to estimate unknown parameters of a nonlinear dynamical system from a given scalar chaotic time series. We present an important extension of the method when time…

混沌动力学 · 物理学 2009-10-31 Anil Maybhate , R. E. Amritkar

We propose a technique for the design and analysis of adaptation algorithms in dynamical systems. The technique applies both to systems with conventional Lyapunov-stable target dynamics and to ones of which the desired dynamics around the…

最优化与控制 · 数学 2007-05-23 Tyukin Ivan , Danil Prokhorov , Cees van Leeuwen

The problem of parameter estimation from a standard vector linear regression equation in the absence of sufficient excitation in the regressor is addressed. The first step to solve the problem consists in transforming this equation into a…

统计方法学 · 统计学 2022-03-14 Alexey Bobtsov , Bowen Yi , Romeo Ortega , Alessandro Astolfi

This paper proposes a novel approach for modeling and controlling nonlinear systems with varying parameters. The approach introduces the use of a parameter-varying Koopman operator (PVKO) in a lifted space, which provides an efficient way…

系统与控制 · 电气工程与系统科学 2023-09-20 Changyu Lee , Kiyong Park , Jinwhan Kim

In the paper, we discuss the reconstruction of scalar parameters in a linear diffusion equation with fractional in time differential operators and with additional nonlocal (convolution) terms, which incorporate memory effects in models.…

偏微分方程分析 · 数学 2026-03-30 Sergii V. Siryk , Lidiia Tereshchenko , Nataliya Vasylyeva

Linear regression studies the problem of estimating a model parameter $\beta^* \in \mathbb{R}^p$, from $n$ observations $\{(y_i,\mathbf{x}_i)\}_{i=1}^n$ from linear model $y_i = \langle \mathbf{x}_i,\beta^* \rangle + \epsilon_i$. We…

机器学习 · 统计学 2015-05-14 Xinyang Yi , Zhaoran Wang , Constantine Caramanis , Han Liu
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