Tracking time-varying parameters with local regression

DOI10.1016/S0005-1098(00)00029-7zbMath0954.93502OpenAlexW1990748972WikidataQ60398463 ScholiaQ60398463MaRDI QIDQ1576509

Torben S. Nielsen, Alfred Joensen, Henrik Madsen, Henrik Aalborg Nielsen

Publication date: 8 February 2001

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(00)00029-7

zbMATH Keywords

tracking

Mathematics Subject Classification ID

System identification (93B30)

Related Items (3)

Tracking time-varying-coefficient functions ⋮ Robust adaptive estimation of nonlinear system with time‐varying parameters ⋮ On-line parameter estimation for a class of time-varying continuous systems with bounded disturbances

Cites Work

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• Forecasting Sales by Exponentially Weighted Moving Averages
• Direct estimation of low-dimensional components in additive models.
• Tracking time-varying-coefficient functions
• Locally Weighted Regression: An Approach to Regression Analysis by Local Fitting
• Recursive forgetting algorithms

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