Least-squares estimation of time-base distortion of sampling oscilloscopes

Time segmented least squares identification of base isolated buildings

In this article two new approaches are presented for time domain identification of base isolated buildings from recorded response during earthquakes: (1) a least squares technique with time segments is developed to identify the piece-wise linear system properties; and (2) an observer is used to estimate the unmeasured states and initial conditions of different time segments. In base isolated bu...

Least Squares Estimation

Recursive Least Squares Estimation

We start with estimation of a constant based on several noisy measurements. Suppose we have a resistor but do not know its resistance. So we measure it several times using a cheap (and noisy) multimeter. How do we come up with a good estimate of the resistance based on these noisy measurements? More formally, suppose x = (x1, x2, . . . , xn) T is a constant but unknown vector, and y = (y1, y2, ...

Nonlinear Least-squares Estimation

The paper uses empirical process techniques to study the asymptotics of the least-squares estimator for the fitting of a nonlinear regression function. By combining and extending ideas of Wu and Van de Geer, it establishes new consistency and central limit theorems that hold under only second moment assumptions on the errors. An application to a delicate example of Wu’s illustrates the use of t...

Adaptive Least Squares Estimation of the Time-Varying Taylor Rule

Clarida, Galí and Gertler (CGG 2000), Orphanides and Williams (2005), Kim and Nelson (2006), and others have found time variation in the Fed’s “Taylor Rule” interest rate policy response function. CGG arbitrarily break their period into two fixedcoefficient 20-year subperiods, however, rather than letting the data tell them when and if any shift in the coefficients occurred. They also proxy the...