The problem of consistent estimation in measurement error models in a linear relation with not necessarily normally distributed measurement errors is considered. Three possible es...
We investigate the conception that the sample variance of the control variate (CV) should be used for estimating the optimal linear CV weight, even when the CV variance is known. ...
Abstract--This paper investigates the impulse response estimation of linear time-invariant (LTI) systems when only noisy finitelength input-output data of the system is available. ...
In this paper, a variance constrained filtering problem is considered for systems with both non-Gaussian noises and polytopic uncertainty. A novel filter is developed to estimate t...
In this paper we extend a form of kernel ridge regression for data characterised by a heteroscedastic noise process (introduced in Foxall et al. [1]) in order to provide approxima...
Gavin C. Cawley, Nicola L. C. Talbot, Robert J. Fo...