Kernel Density Estimation and Goodness-of-Fit Test in Adaptive Tracking

DOI10.1137/070694739zbMATH Open1171.93034OpenAlexW2018734943MaRDI QIDQ3399250FDOQ3399250

Authors: Bernard Bercu, Bruno Portier 

Publication date: 29 September 2009

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/070694739

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zbMATH Keywords

goodness-of-fit testkernel density estimationadaptive control

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10)

Cited In (4)

• Revisiting the estimation of the error density in functional autoregressive models
• Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models
• A new concept of strong controllability via the Schur complement for ARX models in adaptive tracking
• A Robbins-Monro procedure for estimation in semiparametric regression models

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