Tracking time-varying-coefficient functions

DOI<813::AID-ACS622>3.0.CO;2-6 10.1002/1099-1115(200012)14:8<813::AID-ACS622>3.0.CO;2-6zbMath0971.93071OpenAlexW2132299557WikidataQ60398462 ScholiaQ60398462MaRDI QIDQ2708201

Alfred Joensen, Jan Holst, Henrik Madsen, Torben S. Nielsen, Henrik Aalborg Nielsen

Publication date: 16 October 2001

Full work available at URL: https://doi.org/10.1002/1099-1115(200012)14:8<813::aid-acs622>3.0.co;2-6

zbMATH Keywords

ARX modelslocal polynomial regressiontime-varying parametersfunctional parameter estimationconditional parametric modelsrecursive least squares with exponential forgetting

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

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Temperature prediction at critical points in district heating systems ⋮ Tracking time-varying parameters with local regression

Cites Work

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• A practical guide to splines
• Recursive estimation of regression functions by local polynomial fitting
• Tracking time-varying parameters with local regression
• Locally Weighted Regression: An Approach to Regression Analysis by Local Fitting