Open AccessPerformance analysis of the adaptive algorithm for bias-to-variance trade-off
Author(s) -
Ljubiša Stanković
Publication year - 2003
Publication title -
facta universitatis. series electronics and energetics/facta universitatis. series: electronics and energetics
Language(s) - English
Resource type - Journals
eISSN - 2217-5997
pISSN - 0353-3670
DOI - 10.2298/fuee0303377s
Subject(s) - variance (accounting) , algorithm , reliability (semiconductor) , intersection (aeronautics) , minification , computer science , confidence interval , noise (video) , estimation , mean squared error , statistics , mathematics , artificial intelligence , engineering , power (physics) , physics , accounting , systems engineering , quantum mechanics , business , image (mathematics) , programming language , aerospace engineering
Analysis of the algorithm for the mean square error minimization, through the bias-to-variance ratio optimization, is performed. This algorithm is based on the confidence intervals intersection. It does not require explicit knowledge of the estimation bias. The algorithm performance and reliability for various kinds of noise in the estimation are studied.