Transfer Function Models with Time-Varying Coefficients

Figure 7

Example 5.2: Boxplots of the 5000 RMSE-values using estimators with the Daubechies D8 wavelet, for linear estimates (a) 𝛿̂₁(⋅), (c) 𝑤₀(⋅), and nonlinear estimators (b) 𝛿̃₁(⋅), (d) 𝑤₀(⋅).