Estimating the characteristics of randomized dynamic data models (the Entropy-Robust Approach)

Autor: Yu. S. Popkov, A. Yu. Popkov, Yu. N. Lysak
Rok vydání: 2014
Předmět:
Zdroj: Automation and Remote Control. 75:872-879
ISSN: 1608-3032
0005-1179
DOI: 10.1134/s0005117914050063
Popis: We propose a new approach to finding dependencies between small volumes of input and output data based on randomized dynamic models and density estimation for the distributions of their parameters. Randomized dynamic models are defined by functional Volterra polynomials. To construct robust nonparametric estimation procedures, we develop an entropybased approach that employs functionals of generalized informational Boltzmann and Fermi entropies.
Databáze: OpenAIRE