Search results for "Adaptive estimator"
showing 2 items of 2 documents
Linear parameter estimation and predictive constrained control of wiener/hammerstein systems
2003
Abstract A new, analytical, orthonormal basis functions (OBF)-based design methodology for adaptive predictive constrained control of open-loop stable, possibly nonminimum phase, time-varying Wiener and Hammerstein systems is presented. A linear adaptive least-squares parameter estimation algorithm is applied both to a nonlinear static part and a linear dynamic, OBF-modeled factor of the Wiener/Hammerstein system. A notion of inverse systems is crucial for linear estimation of both Wiener and Hammerstein systems, with in verses of the nonlinear or linear parts respectively involved. The adaptive estimator is coupled with a simple but robust, predictive control strategy called Extended Horiz…
Local bandwidth selection for kernel density estimation in a bifurcating Markov chain model
2020
International audience; We propose an adaptive estimator for the stationary distribution of a bifurcating Markov Chain onRd. Bifurcating Markov chains (BMC for short) are a class of stochastic processes indexed by regular binary trees. A kernel estimator is proposed whose bandwidths are selected by a method inspired by the works of Goldenshluger and Lepski [(2011), 'Bandwidth Selection in Kernel Density Estimation: Oracle Inequalities and Adaptive Minimax Optimality',The Annals of Statistics3: 1608-1632). Drawing inspiration from dimension jump methods for model selection, we also provide an algorithm to select the best constant in the penalty. Finally, we investigate the performance of the…