A non-asymptotic approach to local modelling

Proceedings of the IEEE Conference on Decision and Control

Volumn 1, Issue , 2002, Pages 638-643

  Roll, Jacob ^a   Nazin, Alexander ^b   Ljung, Lennart ^a  

^a LINKÖPING UNIVERSITY   (Sweden)

^b TRAPEZNIKOV INSTITUTE OF CONTROL SCIENCES   (Russian Federation)

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL SYSTEM ANALYSIS; MATHEMATICAL MODELS; POLYNOMIALS; QUADRATIC PROGRAMMING;

LOCAL MODELLING; MEAN SQUARE ERROR;

IDENTIFICATION (CONTROL SYSTEMS);

EID: 0036990675     PISSN: 01912216     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (8)

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2. E. Nadaraya, "On estimating regression," Theory of Probability and its Applications, vol. 10, pp. 186-190, 1964.
3. J. Fan and I. Gijbels, Local Polynomial Modelling and Its Applications, Chapman & Hall, 1996.
4. L. Breiman, J. H. Friedman, R. A. Olshen, and C. J. Stone, Classification and Regression Trees, Wadsworth & Brooks, 1984.
5. G. Watson, "Smooth regression analysis," Sankhyã, vol. A, no. 26, pp. 359-372, 1964.
6. J. Roll, A. Nazin, and L. Ljung, "Non-asymptotic optimal guaranteed MSE function estimation," Tech. Rep. LiTH-ISY-R-2415, Department of Electrical Engineering, Linköping University, 2002.
7. Ilog, Inc., CPLEX 7.0 User's Manual, Gentilly, France, 2000.
8. A. Stenman, Model on Demand: Algorithms, Analysis and Applications, Ph.D. thesis, Department of Electrical Engineering, Linköping University, SE-581 83 Linköping, Sweden, 1999.