Results 221 to 230 of about 439,715 (267)

STATISTICAL LEARNING WITH TIME-VARYING PARAMETERS

Macroeconomic Dynamics, 2003
In their landmark paper, Bray and Savin note that the constant-parameters model used by their agents to form expectations is misspecified and that, using standard econometric techniques, agents may be able to determine the time-varying nature of the model's parameters.
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Identification of a Time-Varying Parameter of a Noiseless Sinusoidal Signal

Automation and Remote Control, 2022
This paper considers the problem of identifying an unknown time-varying parameter \(\omega(t)\) of a noiseless sinusoidal signal of the form \[ y(t) = \alpha(t) \sin(\omega(t) + \varphi), \] where \(y(t)\) is a directly measurable signal, \(\alpha(t)\) is an unknown amplitude, \(\omega(t)\) is an unknown time-varying parameter, and \(\varphi\) is an ...
Alexey A. Bobtsov, Nikolay A. Nikolaev, O. V. Oskina, S. I. Nizovtsev   +3 more
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Adaptive identification algorithms for time-varying parameters

Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228), 2002
Adaptive identification of rapidly changing parameters is essentially needed in adaptive signal processing and adaptive control. New accelerated LMS and RLS type of adaptive algorithms are given from a standpoint that any parameter changes can be approximately expressed by a finite degree of polynomial function of time.
Koichi Hidaka, Hiromitsu Ohmori, Akira Sano   +2 more
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Selected Structures of Filters With Time-Varying Parameters

IEEE Transactions on Instrumentation and Measurement, 2007
One important problem of signal processing in measurement systems is designing a filter that possesses a linear-phase response and, at the same time, has a short transient state. This paper presents the methodology of varying, in the time parameters, a low-pass Bessel filter and a filter of a constant component.
Roman Kaszynski, Jacek Piskorowski
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A VSS identification scheme for time-varying parameters

Automatica, 2003
A single input single output nonlinear control system is considered in the presence of an unknown (but bounded) time-varying parameter. An instantaneous VSS identification scheme is proposed under suitable assumptions. This scheme is based on the observation that the system (originally rational in the parameter) becomes linear in the parameter once ...
Jian-Xin Xu 0001, Ya-Jun Pan 0001, Tong Heng Lee   +2 more
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Quantile Search with Time-Varying Search Parameter

2018 52nd Asilomar Conference on Signals, Systems, and Computers, 2018
We consider the problem of active learning in the context of spatial sampling, where the sampling cost is a function of both the number of samples taken and the distance traveled during the sampling procedure. We present Uniform-to-Binary (UTB) search, a novel algorithm in this setting.
John Lipor, Gautam Dasarathy
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Bounded-error tracking of time-varying parameters

IEEE Transactions on Automatic Control, 1994
Bounded-error estimation aims at characterizing the set of all parameter vectors consistent with given data and prior bounds on acceptable values for the errors. In this paper, two recursive polyhedric description algorithms are presented for tracking time-varying parameters of models with outputs linear in their parameters. The performances of the two
Hélène Piet-Lahanier, Eric Walter
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Estimation for Time-Varying Parameters

1991
Tracking or estimating a system or a signal whose properties vary with time is a fundamental problem in system identification as well as in signal processing. The basic time-varying model is that of a regression: $$ {y_k} = \varphi _k^\tau {\theta _k} + vk,{\text{ }}\forall k \geqslant 0 $$ (10.1) where yk and v k are the scalar output and ...
Chen Han-Fu, Lei Guo
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An adaptive filter for time‐varying‐parameter models

International Journal of Adaptive Control and Signal Processing, 1990
AbstractA non‐linear adaptive filter is introduced and applied to the classical problem of estimating time‐varying‐parameter linear regression models with unknown error variances and a time‐varying transition matrix. The filter is basically a new result in what is known as Sridhar filtering theory.
Abutaleb, A., Papaionnou, M.
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On the Identification of Hammerstein Systems with Time-Varying Parameters

2007 29th Annual International Conference of the IEEE Engineering in Medicine and Biology Society, 2007
A growing emphasis on the analysis of time-varying systems has intensified the need for simpler and more efficient identification methods for these systems. In this contribution, we examine the time-varying Hammerstein structure, comprising a memoryless nonlinearity with time-varying parameters followed by a time-varying linear filter.
Bashiru I, Ikharia, David T, Westwick
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