Kernel Density Estimation and Goodness-of-Fit Test in Adaptive Tracking

DOI10.1137/070694739zbMath1171.93034OpenAlexW2018734943MaRDI QIDQ3399250

Bruno Portier, Bernard Bercu

Publication date: 29 September 2009

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/070694739

zbMATH Keywords

adaptive controlkernel density estimationgoodness-of-fit test

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10)

Related Items (4)

Revisiting the estimation of the error density in functional autoregressive models ⋮ A new concept of strong controllability via the Schur complement for ARX models in adaptive tracking ⋮ Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models ⋮ A Robbins-Monro procedure for estimation in semiparametric regression models

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