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Least-Correlation Estimates for Errors-in-Variables Nonlinear Models

机译:变量错误非线性模型的最小关联估计

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In this paper, we introduce a method of parameter estimation working on errors-in-variables nonlinear models whose all variables are corrupted by noise. Main idea is to augment the parameters and the regressors of the linear regressor models by even-order components of noises and by appropriate constants, respectively, and to employ the method of least correlation, which has a capability to cope with errors-in-variables models, for the extended models. Analysis shows that for the polynomial nonlinearity of up to third order, the estimate converge to the true parameters as the number of samples increases toward infinity. We discuss the expected performance of the estimates applied to fourth or higher-order polynomial nonlinear models. Monte Carlo simulations of simple numerical examples support the analytical results.
机译:在本文中,我们介绍了一种对变量错误非线性模型的参数估计方法,其所有变量因噪声损坏。主要思想是通过分别通过俯视组件和适当的常数来增强线性回归模型的参数和回归器,并采用最小相关性的方法,这具有应对错误变量错误的能力模型,适用于扩展模型。分析表明,对于最多第三顺序的多项式非线性,随着样品的数量朝向无穷大,估计会聚到真实参数。我们讨论应用于第四或高阶多项式非线性模型的估计的预期性能。简单数值示例的蒙特卡罗模拟支持分析结果。

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