Design of Optimal Control for a Regression Problem

Chang, Der-shin

Ann. Statist., Tome 7 (1979) no. 1, p. 1078-1085 / Harvested from Project Euclid

Résumé

Consider the realization of the process $y(t) = \Sigma^n_{k=1}\theta_kf_k(t) + \xi(t)$ on the interval $T = \lbrack 0, 1\rbrack$ for functions $f_1(t), f_2(t), \cdots, f_n(t)$ in $H(R)$, the reproducing kernel Hilbert space with reproducing kernel $R(s, t)$ on $T \times T$, where $R(s, t) = E\xi(s)\xi(t)$ is assumed to be continuous and known. Problems of the selection of functions $\{f_k(t)\}^n_{k=1}$ are discussed for $D$-optimal, $A$-optimal and other criteria of optimal designs.

Détail

Publié le : 1979-09-14
Classification:  Regression model,  continuous sense of Gauss-Markov theory,  reproducing kernel Hilbert space,  continuous sense of $D$-optimal,  $A$-optimal,  weighted optimum design,  62K05,  93E20