«recursive estimation»
۵۷۴۴ نتیجهRecursive Estimation of Time - Average Variance Constants
For statistical inference of means of stationary processes, one needs to estimate their time-average variance constants (TAVC) or long-run variances. For a stationary process, its TAVC is the sum of all its covariances and it is a multiple of the spectral density at zero. The cla
Recursive estimation in autoregressive models with additive outliers
This work deals with recursive robust estimation in autoregressive models that are contaminated by additive outliers. The importance of such procedures in applied time series is obvious: (i) the recursive character of the estimation allows to treat time series in real time (on-li
Recursive Estimation of Proportions in Earth Observations
In Earth observations problems, we usually have the situation of knowing accurately the probability density functions of the several classes of interest, and we need to classify a set of observations with unknown class proportions. The observations are in n-dimensional space, whe
Recursive estimation of nonparametric regression with functional covariate
The main purpose of this work is to estimate the regression function of a real random variable with functional explanatory variable by using a recursive nonparametric kernel approach. The mean square error and the almost sure convergence of a family of recursive kernel estimates
Recursive Estimation and Identification of Time-Varying Long-Term Fading Channels
This paper is concerned with modeling of time-varying wireless long-term fading channels, parameter estimation, and identification from received signal strength data. Wireless channels are represented by stochastic differential equations, whose parameters and state variables are
Multiscale Recursive Estimation, Data Fusion, and Regularization
Abstruet-A current topic of great interest is the multiresolution analysis of signals and the development of multiscale signal processing algorithms. In this paper, we describe a framework for modeling stochastic phenomena at multiple scales and for their efficient estimation or
Convergence rate for predictive recursion estimation of finite mixtures
Predictive recursion (PR) is a fast stochastic algorithm for nonparametric estimation of mixing distributions in mixture models. It is known that the PR estimates of both the mixing and mixture densities are consistent under fairly mild conditions, but currently very little is kn
Recursive Estimation of ARX Systems Using Binary Sensors with Adjustable Thresholds
We consider the identification of ARX systems which are observed via a binary sensor. Previous solutions typically assumed the complete knowledge of the noise distribution and that the inputs can be chosen by the user. Here, we only make mild assumptions on the noise and we make
Comment on "Iterative and Recursive Estimation in Structural Nonadaptive Models Iterative and Recursive Estimation in Structural Nonadaptive Models" by S. Pastorello, V. Patilea, and E. Renault
This article provides a comprehensive overview and integra Lion of state-of-the-art econometric methods for models that are natural! y stated in terms of latent variables but present signif icant practical problems for inference from data. ln so doing it extends these methods i
An efficient recursive estimator of the Fréchet mean on a hypersphere with applications to Medical Image Analysis
Finding the Riemannian center of mass or the Fréchet mean (FM) of manifold-valued data sets is a commonly encountered problem in a variety of fields of Science and Engineering including but not limited to, Medical Image Computing, Machine Learning, and Computer Vision. For instan