Results 211 to 220 of about 111,154 (265)

Simultaneous Nonlinear Estimation

Technometrics, 1966
An iterative procedure is given for the estimation of a vector of parameters some of which may be common to more than one of a set of nonlinear regression equations in the model presented. The procedure is given for the situation when the covariance matrix in the model is known and is extended to include the model when the covariance matrix is unknown.
Beauchamp, J. J., Cornell, R. G.
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ESTIMATING NONLINEAR STRUCTURAL RELATIONSHIPS

Advances and Applications in Statistics, 2018
Summary: We consider the estimation of a general nonlinear structural relationship when the model is identifiable. In contrast to traditional approaches, the estimation method proposed does not require knowledge of the error variances provided that the model is identifiable.
Mak, T. K., Nebebe, F.
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Nonlinear Estimation

2019
Nonlinear Estimation: Methods and Applications with Deterministic Sample Points focusses on a comprehensive treatment of deterministic sample point filters (also called Gaussian filters) and their variants for nonlinear estimation problems, for which no closed-form solution is available in general.
Shovan Bhaumik, Paresh Date
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NICELY NONLINEAR ENGINE TORQUE ESTIMATOR

IFAC Proceedings Volumes, 2005
In automotive powertrain control strategy, engine torque estimators are preferred to expensive sensors for obvious economic reasons. In the literature several works have been presented proposing both instantaneous engine torque and mean engine torque estimators.
P. FALCONE, FIENGO G, L. GLIELMO
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Nonlinear Estimation and Asymptotic Approximations

Econometrica, 1978
central objective of this paper is to present a series expansion of nonlinear estimators in order to facilitate an analysis of the distributions of such estimators. Where the estimator under consideration is a maximum likelihood estimator, the method provides somewhat more information, as well as higher order approximations to the distributions of the ...
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Estimating Nonlinear Models

Sociological Methods & Research, 1986
Measurement errors in predictor variables bias multiple regression coefficients, and the problem is particularly complex with nonlinear models containing product variates. This article presents formulas and computing algorithms for correcting data before regression analyses in order to eliminate biases due to measurement errors in models with second ...
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Optimal Nonlinear Estimation

IFAC Proceedings Volumes, 1985
Abstract In this paper the problem of obtaining state estimates for nonlinear, dynamic, stochastic systems is investigated. Recursive algorithms are introduced which, given a sequence of noisy measurements of the system output, produce optimal estimates of the system state for a specified optimality criterion.
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Nonlinear Filter Estimation of Volatility

Stochastic Analysis and Applications, 2010
A discrete time nonlinear filter is used to estimate the volatility in a financial model. New filters are derived for sums of unobserved quantities and the EM algorithm applied to determine the parameters of the model.
Elliott, R., Van Der Hoek, J., Valencia, J.   +2 more
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Parameter Estimation in Nonlinear Regression

Calcutta Statistical Association Bulletin, 1990
ABSTRACT: A restriction generally imposed when proving consistency results in nonlinear regression is that the parameter space be compact. The authors relax this assumption; indeed, the parameter space includes all separable metric spaces. A nonlinear regression model having random regressors is studied.
Bhattacharyya, B. B., Richardson, G. D.
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Measure of Nonlinearity for Estimation

IEEE Transactions on Signal Processing, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Liu, Yu, Li, X. Rong
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