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Linear Modeling and Invariances

  • Igor Grabec
  • Wolfgang Sachse
Chapter
Part of the Springer Series in Synergetics book series (SSSYN, volume 68)

Abstract

Let us consider a natural phenomenon that can be characterized by a two- dimensional variable Z = (X, Y) and let us assume that the empirical sample points (Z 1 , Z 2 ,…, Z N ) lie close to the line described by a linear relation Ŷ = AX. In order to estimate the variable Y from a given value of X we can apply the conditional average estimator defined in the previous chapter or we can directly start with the linear relation and by minimizing the mean square error determine the coefficient A. The resulting expression A = cov(XY)/var(X), is well-known from the literature on linear statistical estimation. It can then be utilized to estimate Y from given X by the linear regression equation Ŷ = X cov(XY)/var(X).

Keywords

Correlation Function Acoustic Emission Signal Ultrasonic Signal Sequential Adaptation Component Index 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1997

Authors and Affiliations

  • Igor Grabec
    • 1
  • Wolfgang Sachse
    • 2
  1. 1.Faculty of Mechanical EngineeringUniversity of LjubljanaLjubljanaSlovenia
  2. 2.Theoretical and Applied MechanicsCornell UniversityIthacaUSA

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