Nonlinear Identification and Control

  • Marie Duflo
Part of the Stochastic Modelling and Applied Probability book series (SMAP, volume 34)


The identification of a functional model involves estimating functions which are densities of a stationary distribution or regression functions; criteria for uniform consistency are sometimes useful here since, in practice, calculations are performed at points on a discrete grid. The questions explored in Chapter 5 are then partially resolved in the framework of functional autoregressive models. This is an area in which there are still many open problems.


Stationary Distribution Maximum Likelihood Estimator Initial Distribution Regression Function Iterate Logarithm 
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.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag Berlin Heidelberg 1997

Authors and Affiliations

  • Marie Duflo
    • 1
  1. 1.Equipe d’Analyse et de Mathématiques AppliquéesUniversité de Marne-la-ValléeNoisy-Le-Grand CedexFrance

Personalised recommendations