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Nonparametric estimation for some nonlinear models

✍ Scribed by A. Thavaneswaran; Shelton Peiris


Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
283 KB
Volume
28
Category
Article
ISSN
0167-7152

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An adaptive robust M-estimator for nonparametric nonlinear system identification is proposed. This Mestimator is optimal over a broad class of distributions in the sense of maximum likelihood estimation. The error distributions are described by the generalized exponential distribution family. It com