Smoothing algorithms for nonlinear distributed systems, can substantially reduce the error covariance vis-tt-vis filtering. SnmmarT--Fixed interval and fixed-lag smoothing algorithms are developed for a class of noisy nonlinear dism'buted parameter systems with unknown volume disturbances. Using a
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Smoothing parameter selection for smooth distribution functions
โ Scribed by P. Sarda
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 519 KB
- Volume
- 35
- Category
- Article
- ISSN
- 0378-3758
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The selection of smoothing parameters by generalized cross-validation (GCV) becomes complicated when dealing with correlated data. In this paper, we develop an automatic algorithm for selection of smoothing parameters in non-parametric longitudinal models by combining the BRUTO algorithm of Hastie (