Tracking time-varying-coefficient functions

DOI10.1002/1099-1115(200012)14:8%3C813::AID-ACS622%3E3.0.CO;2-6MaRDI QIDQ2708201zbMATH OpenOpenAlexWikidataFDO

Authors Alfred K. Joensen, Henrik Madsen, J. Holst, Henrik Aa. Nielsen, Torben S. Nielsen

Publication date 16 October 2001

Full work available at URL https://doi.org/10.1002/1099-1115(200012)14:8%3C813::aid-acs622%3E3.0.co;2-6

zbMATH Keywords

ARX modelsconditional parametric modelsfunctional parameter estimationlocal polynomial regressionrecursive least squares with exponential forgettingtime-varying parameters

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

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Cites work

• A practical guide to splines
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• Recursive estimation of regression functions by local polynomial fitting
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Cited in

(11)

• Tracking time-varying parameters with local regression
• Time-varying parameters prediction
• Recursive tracking algorithm for a predictable time-varying parameter of a time series
• Input-output modeling of nonlinear systems with time-varying linear models
• ARX models for time-varying systems estimated by recursive penalized weighted least squares method
• Recursive functional series modeling estimators for identification of time-varying plants-more bad news than good?
• scientific article; zbMATH DE number 2033319 (Why is no real title available?)
• scientific article; zbMATH DE number 1843043 (Why is no real title available?)
• scientific article; zbMATH DE number 2101376 (Why is no real title available?)
• Safety critical control of a system with element-wise estimation of unknown time-varying parameters
• Temperature prediction at critical points in district heating systems

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