Transfer Function Models with Time-Varying Coefficients

Figure 11

Example 5.3: Boxplots of the 5000 RMSE-values using estimators with the Haar wavelet, for linear estimates (a) 𝛿̂₁(⋅), (c) 𝑤₀(⋅)and nonlinear estimators (b) 𝛿̃₁(⋅), (d) 𝑤₀(⋅).