Transfer Function Models with Time-Varying Coefficients

Figure 3

Example 5.1: Boxplots of the 5000 RMSE-values using estimators with the Daubechies D12 wavelet, for linear estimates (a) 𝛿̂₁(⋅), (c) 𝛿̂₂, (e) 𝑤₀(⋅)and nonlinear estimators (b) 𝛿̃₁(⋅), (d) 𝛿̃₂, (f) 𝑤₀(⋅).