Robust High-Dimensional Time-Varying Coefficient Estimation

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Robust Adaptive Observer-Based Time Varying Fault Estimation

This paper presents a new observer design methodology for a time varying actuator fault estimation. A new linear matrix inequality (LMI) design algorithm is developed to tackle the limitations (e.g. equality constraint and robustness problems) of the well known so called fast adaptive fault estimation observer (FAFE). The FAFE is capable of estimating a wide range of time-varying actuator fault...

متن کامل

Variable Selection and Estimation in High-dimensional Varying-coefficient Models.

Nonparametric varying coefficient models are useful for studying the time-dependent effects of variables. Many procedures have been developed for estimation and variable selection in such models. However, existing work has focused on the case when the number of variables is fixed or smaller than the sample size. In this paper, we consider the problem of variable selection and estimation in vary...

متن کامل

a robust adaptive observer-based time varying fault estimation

this paper presents a new observer design methodology for a time varying actuator fault estimation. a new linear matrix inequality (lmi) design algorithm is developed to tackle the limitations (e.g. equality constraint and robustness problems) of the well known so called fast adaptive fault estimation observer (fafe). the fafe is capable of estimating a wide range of time-varying actuator fault...

متن کامل

On Varying-coefficient Independence Screening for High-dimensional Varying-coefficient Models.

Varying coefficient models have been widely used in longitudinal data analysis, nonlinear time series, survival analysis, and so on. They are natural non-parametric extensions of the classical linear models in many contexts, keeping good interpretability and allowing us to explore the dynamic nature of the model. Recently, penalized estimators have been used for fitting varying-coefficient mode...

متن کامل

Robust estimation of time-varying processes

We consider the question of optimally estimating a time-varying multivariate stochastic process, in order to minimize the expected squared estimation error. This is motivated by adaptive control problems under uncertainty in a changing environment. A distinguishing feature of our approach is that we do not need a completely specified model for the stochastic process under consideration. Instead...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Social Science Research Network

سال: 2023

ISSN: ['1556-5068']

DOI: https://doi.org/10.2139/ssrn.4371651