Estimation of functional dependency parameters at zero median value of noises in measurements

Estimation of functional dependency parameters at zero median value of noises in measurements

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Article ID: iaor20116051
Volume: 72
Issue: 5
Start Page Number: 964
End Page Number: 974
Publication Date: May 2011
Journal: Automation and Remote Control
Authors:
Keywords: statistics: empirical, measurement
Abstract:

In the paper, we study a problem of estimating functional dependency parameters by empirical data with random noises. A specific feature of the formulation is a replacement of a traditional assumption of zero mathematical expectation of a noise by the condition of equality to zero of a median value of the noise. We represent an algorithm for constructing estimates of parameters minimizing a mathematical expectation of losses including the variant of spline approximation. We interpret such estimates. The results of the experiments are given.

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