نتایج جستجو برای: least squares with exponential forgetting

تعداد نتایج: 9289347  

Pedomodels have become a popular topic in soil science and environmentalresearch. They are predictive functions of certain soil properties based on other easily orcheaply measured properties. The common method for fitting pedomodels is to use classicalregression analysis, based on the assumptions of data crispness and deterministic relationsamong variables. In modeling natural systems such as s...

2008
Arnab Maity Michael Sherman

Ordinary Least Squares (OLS) is omnipresent in regression modeling. Occasionally Least Absolute Deviations (LAD) or other methods are used as an alternative when there are outliers. Although some data adaptive estimators have been proposed they are typically difficult to implement. In this note, we propose an easy to compute adaptive estimator which is simply a linear combination of OLS and LAD...

2002
Elena Cuoco

In this paper the author proposes to use the Least Squares Lattice filter with forgetting factor to estimate time-varying parameters of the model for noise processes. We simulated an Auto-Regressive (AR) noise process in which we let the parameters of the AR vary in time. We investigate a new way of implementation of Least Squares Lattice filter in following the non stationary time series for s...

Journal: :Journal of biomechanics 2009
Marc-André Cyr Cécile Smeesters

A safety harness system is essential to ensure participant safety in experiments at the threshold of balance recovery where avoiding a fall is not always possible. The purpose of this study was to propose a method to determine the maximum allowable force on a safety harness cable to discriminate a successful from a failed balance recovery. Data from 12 younger adults, who participated in experi...

2016
Kathryn Chaloner Maria Konstantinou Holger Dette

Bayesian optimality criteria provide a robust design strategy to parameter misspecification. We develop an approximate design theory for Bayesian D-optimality for nonlinear regression models with covariates subject to measurement errors. Both maximum likelihood and least squares estimation are studied and explicit characterisations of the Bayesian D-optimal saturated designs for the Michaelis-M...

Journal: :Journal of health economics 2005
Willard G Manning Anirban Basu John Mullahy

There are two broad classes of models used to address the econometric problems caused by skewness in data commonly encountered in health care applications: (1) transformation to deal with skewness (e.g., ordinary least square (OLS) on ln(y)); and (2) alternative weighting approaches based on exponential conditional models (ECM) and generalized linear model (GLM) approaches. In this paper, we en...

2013
M. A. Hussian

In this paper, a generalized version of the inverted exponential distribution called the weighted inverted exponential distribution is introduced. The proposed distribution is used to analyze lifetime data. Several statistical properties of the weighted inverted exponential distribution are studied and derived. Least squares estimation, maximum likelihood estimation and Bayesian estimation meth...

2014
V. H. Duong Hany Ayad Bastawrous K. C. Lim K. W. See P. Zhang S. X. Dou

This work presents a novel technique which is simple yet effective in estimating electric model parameters and state-of-charge (SOC) of the LiFePO4 battery. Unlike the well-known recursive least-squares-based algorithms with single constant forgetting factor, this technique employs multiple adaptive forgetting factors to provide the capability to capture the different dynamics of model paramete...

Journal: :CoRR 2013
Il Park Sohan Seth Steven Van Vaerenbergh

The kernel least mean squares (KLMS) algorithm is a computationally efficient nonlinear adaptive filtering method that “kernelizes” the celebrated (linear) least mean squares algorithm. We demonstrate that the least mean squares algorithm is closely related to the Kalman filtering, and thus, the KLMS can be interpreted as an approximate Bayesian filtering method. This allows us to systematicall...

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