Just-in-Time Models for Dynamical Systems
1996 (English)In: Proceedings of the 35th IEEE Conference on Decision and Control, 1996, 1115-1120 vol.1 p.Conference paper (Refereed)
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
1996. 1115-1120 vol.1 p.
Modeling, Nonlinear dynamical systems, Optimization, Statistical analysis
IdentifiersURN: urn:nbn:se:liu:diva-93774DOI: 10.1109/CDC.1996.574658ISBN: 0-7803-3590-2OAI: oai:DiVA.org:liu-93774DiVA: diva2:628859
35th IEEE Conference on Decision and Control, Kobe, Japan, December, 1996