A tuning-free method for parameter estimation under varying error characteristics

被引：0
|
作者：
Agarwal, M [1 ]
机构：
[1] ETH Zurich, TCL, CH-8092 Zurich, Switzerland
来源：
OPTIMAL CONTROL APPLICATIONS & METHODS | 1999年 / 20卷 / 04期
关键词：
automatic tuning; estimator design; optimal estimation;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
A new approach for on-line parameter estimation is proposed that independently accounts for the prevailing error characteristics without requiring any tuning specification. A simple simulation example demonstrates that, whereas conventional estimators must be retuned when the actual model or measurement error changes, the new method consistently yields comparable output predictions without any user interference. Copyright (C) 1999 John Wiley & Sons, Ltd.
引用
收藏
页码：213 / 221
页数：9
相关论文
共 50 条
  • [1] Robust convex biclustering with a tuning-free method
    Chen, Yifan
    Lei, Chunyin
    Li, Chuanquan
    Ma, Haiqiang
    Hu, Ningyuan
    [J]. JOURNAL OF APPLIED STATISTICS, 2024,
  • [2] Nonparametric, tuning-free estimation of S-shaped functions
    Feng, Oliver Y.
    Chen, Yining
    Han, Qiyang
    Carroll, Raymond J.
    Samworth, Richard J.
    [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2022, 84 (04) : 1324 - 1352
  • [3] Parameter Tuning-Free Missing-Feature Reconstruction for Robust Sound Recognition
    Liu, Qi
    Wu, Jibin
    [J]. IEEE JOURNAL OF SELECTED TOPICS IN SIGNAL PROCESSING, 2021, 15 (01) : 78 - 89
  • [4] A Completely Tuning-Free and Robust Approach to Sparse Precision Matrix Estimation
    Chau Tran
    Yu, Guo
    [J]. INTERNATIONAL CONFERENCE ON MACHINE LEARNING, VOL 162, 2022,
  • [5] HONES: A Fast and Tuning-free Homotopy Method For Online Newton Step
    Ye, Yuting
    Ju, Cheng
    Lei, Lihua
    [J]. INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE AND STATISTICS, VOL 84, 2018, 84
  • [6] Tuning-Free Bayesian Estimation Algorithms for Faulty Sensor Signals in State-Space
    Zhao, Shunyi
    Li, Ke
    Ahn, Choon Ki
    Huang, Biao
    Liu, Fei
    [J]. IEEE TRANSACTIONS ON INDUSTRIAL ELECTRONICS, 2023, 70 (01) : 921 - 929
  • [7] Tuning-Free One-Bit Covariance Estimation Using Data-Driven Dithering
    Dirksen, Sjoerd
    Maly, Johannes
    [J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 2024, 70 (07) : 5228 - 5247
  • [8] Error bounds in parameter estimation under mismatch
    Tadayon, Aziz
    Kazakos, D.
    [J]. NEW ASPECTS OF SIGNAL PROCESSING AND WAVELETS, 2008, : 119 - +
  • [9] Error bounds in parameter estimation under mismatch
    Kazakos, Demetrios
    Makki, Kami S.
    [J]. PROCEEDINGS OF THE 6TH WSEAS INTERNATIONAL CONFERENCE ON TELECOMMUNICATIONS AND INFORMATICS (TELE-INFO '07)/ 6TH WSEAS INTERNATIONAL CONFERENCE ON SIGNAL PROCESSING (SIP '07), 2007, : 7 - +
  • [10] A linearization free recursive prediction error method for combined state and parameter estimation for nonlinear systems
    Zhao, Qi
    Bohn, Christian
    [J]. 2013 AMERICAN CONTROL CONFERENCE (ACC), 2013, : 899 - 904
12345