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Just-in-Time Models for Dynamical Systems
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1996 (English)Report (Other academic)
Abstract [en]

The concept of just in time models is introduced for models that are not estimated until they are really needed. The idea is to store all observations of the process in a database, and then estimate a local model at the current working point. The variance/bias tradeoff is optimized locally by adapting the number of data and their relative weighting. This is in contrast to general nonlinear black-box models, like neural networks, where the performance is optimized globally.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 1996. , 6 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 1882
Keyword [en]
Regression problem, Estimation, Estimators
Keyword [sv]
Cybernetik Informationsteori
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55314ISRN: LiTH-ISY-R-1882OAI: oai:DiVA.org:liu-55314DiVA: diva2:316070
Available from: 2010-04-29 Created: 2010-04-29 Last updated: 2014-09-17Bibliographically approved

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Gustafsson, FredrikLjung, Lennart

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  • apa
  • harvard1
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  • de-DE
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  • Other locale
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Output format
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