Displaying similar documents to “On the effect of erroneous models on systems in presence of correlated disturbances and uncertain observations.”

On-line nonparametric estimation.

Rafail Khasminskii (2004)

SORT

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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.

Uncertainty of coordinates and looking for dispersion of GPS receiver

Pavel Tuček, Jaroslav Marek (2006)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

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The aim of the paper is to show some possible statistical solution of the estimation of the dispersion of the GPS receiver. The presented method (based on theory of linear model with additional constraints of type I) can serve for an improvement of the accuracy of estimators of coordinates acquired from the GPS receiver.

Robust m-estimator of parameters in variance components model

Roman Zmyślony, Stefan Zontek (2002)

Discussiones Mathematicae Probability and Statistics

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It is shown that a method of robust estimation in a two way crossed classification mixed model, recently proposed by Bednarski and Zontek (1996), can be extended to a more general case of variance components model with commutative a covariance matrices.