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

โœ Scribed by Mukul Agarwal


Publisher
John Wiley and Sons
Year
1999
Tongue
English
Weight
112 KB
Volume
20
Category
Article
ISSN
0143-2087

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โœฆ Synopsis


A new approach for on-line parameter estimation is proposed that independently accounts for the prevailing error characteristics without requiring any tuning speci"cation. 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.


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