Journal of Automation and Information Sciences
Published 12 issues per year
ISSN Print: 1064-2315
ISSN Online: 2163-9337
SJR:
0.173
SNIP:
0.588
CiteScore™::
2
Indexed in
Identification of Systems of Regression Models with Random Coefficients
Volume 36,
Issue 5, 2004,
pp. 10-25
DOI: 10.1615/JAutomatInfScien.v36.i5.20
ABSTRACT
A problem of estimating coefficients in a system of regression models is described. The models' coefficients are random variables and output variables can be defined by different regressor sets. The estimation problem is formulated as a conditional optimization problem. Optimality conditions of coefficient estimation for two possible cases of dependence between regression model coefficients for different output variables are derived. Corresponding iterative estimation schemes are developed.
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