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The parameter fit from a model grid is limited by our capability to reduce the number of models, taking into account the number of parameters and the non linear variation of the models with the parameters. The Local MultiLinear Regression (LMLR) algorithms allow one to fit linearly the data in a local environment. The MATISSE algorithm, developed in the context of the estimation of stellar parameters from the Gaia RVS spectra, is connected to this class of estimators. A two-steps procedure was introduced. A raw parameter estimation is first done in order to localize the parameter environment. The parameters are then estimated by projection on specific vectors computed for an optimal estimation. The MATISSE method is compared to the estimation using the objective analysis. In this framework, the kernel choice plays an important role. The environment needed for the parameter estimation can result from it. The determination of a first parameter set can be also avoided for this analysis. These procedures based on a local projection can be fruitfully applied to non linear parameter estimation if the number of data sets to be fitted is greater than the number of models.
This work contributes to the limited literature on estimating the diffusivity or drift coefficient of nonlinear SPDEs driven by additive noise. Assuming that the solution is measured locally in space and over a finite time interval, we show that the
We investigate strategies for estimating a depolarizing channel for a finite dimensional system. Our analysis addresses the double optimization problem of selecting the best input probe state and the measurement strategy that minimizes the Bayes cost
Many organisms, from flies to humans, use visual signals to estimate their motion through the world. To explore the motion estimation problem, we have constructed a camera/gyroscope system that allows us to sample, at high temporal resolution, the jo
The integration of renewables into electrical grids calls for optimization-based control schemes requiring reliable grid models. Classically, parameter estimation and optimization-based control is often decoupled, which leads to high system operation
We investigate the frequency estimation of an optical field suffering from an unavoidable dissipative environment. Generally, dissipative noises greatly reduce the precision. Here, we find that two-photon driving can improve the measurement precision