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Displaying similar documents to “Adaptive Parameter Estimation of Hyperbolic Distributed Parameter Systems: Non-symmetric Damping and Slowly Time Varying Systems ”

On-line nonparametric estimation.

Rafail Khasminskii (2004)

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A survey of some recent results on nonparametric on-line estimation is presented. The first result deals with an on-line estimation for a smooth signal S(t) in the classic 'signal plus Gaussian white noise' model. Then an analogous on-line estimator for the regression estimation problem with equidistant design is described and justified. Finally some preliminary results related to the on-line estimation for the diffusion observed process are described.