Sökning: "stochastic regressors"
Hittade 3 avhandlingar innehållade orden stochastic regressors.
1. On estimation in econometric systems in the presence of time-varying parameters
Sammanfattning : Economic systems are often subject to structural variability. For the achievement of correct structural specification in econometric modelling it is then important to allow for parameters that are time-varying, and to apply estimation techniques suitably designed for inference in such models. LÄS MER
2. Regressor Selection in System Identification using ANOVA
Sammanfattning : The aim of this work is to nd a good method to select regressors for nonlinear system identification. A literature survey over possible methods to select the model structure for nonlinear systems, mainly autoregressive processes, is first given. The main ideas are:1. Compare estimated models, using different regressor vectors, with each other. LÄS MER
3. Estimation of Nonlinear Greybox Models for Marine Applications
Sammanfattning : As marine vessels are becoming increasingly autonomous, having accurate simulation models available is turning into an absolute necessity. This holds both for facilitation of development and for achieving satisfactory model-based control. LÄS MER