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Asymptotic Properties of Just-in-Time Models
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Institute of Control Sciences, Russia.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1997 (English)In: Proceedings of the 11th IFAC Symposium on System Identification, 1997, 1249-1254 p.Conference paper, Published paper (Refereed)
Abstract [en]

The concept of Just-in-Time models has been introduced for models that are not estimated until they are really needed. The prediction is taken as a weighted average of neighboring points in the regressor space, such that an optimal bias/variance trade-off is achieved. The asymptotic properties of the method are investigated, and are compared to the corresponding properties of related statistical non-parametric kernel methods. It is shown that the rate of convergence for Just-in-Time models at least is in the same order as traditional kernel estimators, and that better rates probably can be achieved. 

Place, publisher, year, edition, pages
1997. 1249-1254 p.
Keyword [en]
Non-parametric identification, Nonlinear systems
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-93788ISBN: 0080425925 (print)OAI: oai:DiVA.org:liu-93788DiVA: diva2:628668
Conference
11th IFAC Symposium on System Identification, Fukuoka, Japan, July, 1997
Available from: 2013-06-14 Created: 2013-06-10 Last updated: 2013-06-14

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Gustafsson, Fredrik

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