Conditional parameter identification with different losses of under- and overestimation / Piotr Kulczycki, Małgorzata Charytanowicz // Applied Mathematical Modelling [Dokument elektroniczny]. – 2013, ... więcej

Conditional parameter identification with different losses of under- and overestimation / Piotr Kulczycki, Małgorzata Charytanowicz // Applied Mathematical Modelling [Dokument elektroniczny]. – 2013, Vol. 37, Iss. 4, s. 2166-2177 : il. – Tryb dostępu: http://ac.els-cdn.com/S0307904X12003095/1-s2.0-S0307904X12003095-main.pdf?_tid=4fd227bc-6e2d-11e4-854f-00000aacb35e&acdnat=1416210342_336e1a24a2198c6cc14333007929dc6c. – Bibliogr. 28 poz., Abstr. – doi: 10.1016/j.apm.2012.05.007. – ISSN 0307-904X

In many scientific and practical tasks, the classical concepts for parameter identification are satisfactory and generally applied with success, although many specialized problems necessitate the use of ... więcej

In many scientific and practical tasks, the classical concepts for parameter identification are satisfactory and generally applied with success, although many specialized problems necessitate the use of methods created with specifically defined assumptions and conditions. This paper investigates the method of parameter identification for the case where losses resulting from estimation errors can be described in polynomial form with additional asymmetry representing different results of under- and overestimation. Most importantly, the method presented here considers the conditionality of this parameter, which in practice means its significant dependence on other quantities whose values can be obtained metrologically. To solve a problem in this form the Bayes approach was used, allowing a minimum expected value of losses to be achieved. The methodology was based on the nonparametric technique of statistical kernel estimators, which freed the investigated procedure from forms of probability distributions characterizing both the parameter under investigation and conditioning quantities. As a result an algorithm is presented, ready for direct use without further intensive research and calculations.