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Orthogonal Series Estimates of a Regression Function with Applications in System Identification

In: Probability and Statistical Inference

Author

Listed:
  • Leszek Rutkowski

    (Technical University of Częstochowa)

Abstract

Nonparametric estimates of a regression function — based on orthogonal series — are investigated in the case that the domain points are nonrandom. Sufficient conditions for the almost sure convergence of estimates are given. An application of nonparametric regression methodology to the problem of identifying of linear dynamic systems is presented.

Suggested Citation

  • Leszek Rutkowski, 1982. "Orthogonal Series Estimates of a Regression Function with Applications in System Identification," Springer Books, in: Wilfried Grossmann & Georg Ch. Pflug & Wolfgang Wertz (ed.), Probability and Statistical Inference, pages 343-347, Springer.
    • Handle: RePEc:spr:sprchp:978-94-009-7840-9_32
    DOI: 10.1007/978-94-009-7840-9_32
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