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A stable estimator for linear models: 1. Theoretical development and Monte Carlo Experiments
Author(s) -
Natale L.,
Todini E.
Publication year - 1976
Publication title -
water resources research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.863
H-Index - 217
eISSN - 1944-7973
pISSN - 0043-1397
DOI - 10.1029/wr012i004p00667
Subject(s) - estimator , monte carlo method , mathematics , hydrograph , mathematical optimization , set (abstract data type) , quadratic equation , sensitivity (control systems) , computer science , statistics , engineering , ecology , geometry , electronic engineering , surface runoff , biology , programming language
Instant unit hydrograph (IUH) type linear models have been widely used to simulate many hydrologic systems. Unfortunately, the classical parameter estimators used to calibrate this type of model often fail to give a reliable and meaningful solution. It has been suggested that a set of constraints that can be deduced from the physics of the hydrologic system be imposed on the IUH in order to reduce the high sensitivity of the classical estimators to errors in the available data. Therefore a mathematically correct constrained estimator has been devised, and its solution is obtained by using quadratic programing. The higher degree of efficiency of this estimator (smaller dispersion of the estimates about the true value) is shown numerically through Monte Carlo experiments.