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Generalized kernel regression estimatefor the identification of Hammerstein systems

Grzegorz Mzyk (2007)

International Journal of Applied Mathematics and Computer Science

A modified version of the classical kernel nonparametric identification algorithm for nonlinearity recovering in a Hammerstein system under the existence of random noise is proposed. The assumptions imposed on the unknown characteristic are weak. The generalized kernel method proposed in the paper provides more accurate results in comparison with the classical kernel nonparametric estimate, regardless of the number of measurements. The convergence in probability of the proposed estimate to the unknown...

Graphical model selection for a particular class of continuous-time processes

Mattia Zorzi (2019)

Kybernetika

Graphical models provide an undirected graph representation of relations between the components of a random vector. In the Gaussian case such an undirected graph is used to describe conditional independence relations among such components. In this paper, we consider a continuous-time Gaussian model which is accessible to observations only at time T . We introduce the concept of infinitesimal conditional independence for such a model. Then, we address the corresponding graphical model selection problem,...

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