Asymptotic properties of nonlinear least squares estimates in stochastic regression models over a finite design space. Application to self-tuning optimisation

IFAC Proceedings Volumes (IFAC-PapersOnline)

Volumn 15, Issue PART 1, 2009, Pages 156-161

  Pronzato, Luc ^a  

^a UNIVERSITY OF NICE SOPHIA ANTIPOLIS   (France)

Author keywords

Asymptotic normality; Consistency; Extremum seeking; Optimal design of experiments; Penalized optimal design; Self tuning optimization; Sequential design

Indexed keywords

ASYMPTOTIC NORMALITY; CONSISTENCY; EXTREMUM SEEKING; OPTIMAL DESIGN; SELFTUNING; SEQUENTIAL DESIGN;

DESIGN; DESIGN OF EXPERIMENTS; ESTIMATION; OPTIMAL SYSTEMS; OPTIMIZATION; REGRESSION ANALYSIS; STOCHASTIC SYSTEMS;

STOCHASTIC MODELS;

EID: 80051636629     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.3182/20090706-3-FR-2004.0037     Document Type: Conference Paper

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