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1 vote
0 answers
59 views

Functional approximation with derivatives

I am trying to solve a functional approximation problem. Consider a set of measurements of a d-dimensional state $\mathrm x \in \mathbb{R}^d$, together with velocities $\dot{\mathrm x}$ and ...
2 votes
1 answer
269 views

Spline Interpolation error of higher degree

It is well-known that the interpolation error of a cubic spline has at best order $O(h^4)$, which results from polynomials of degree $3$. Can I assume that, if one uses polynomials of degree $p$ and ...
2 votes
0 answers
193 views

How to find moment condition for generalized method of moments?

Consider a scalar system with $2K$ outputs and $K+2$ unknowns: $y_{k,1}=x_ka_1+n_{k,1} \quad y_{k,2}=x_ka_2+n_{k,1}$. The variables $n_{k,\ell}$ are zero mean noise variables. To estimate $a_1$ and $...
5 votes
0 answers
190 views

Pair of two-variable polynomial equations of high order

I have the following pair of equations to be solved for two variables $\rho$ and $D$ resulting from a certain Maximum Likelihood Estimation for a time series $X_n > 0$, $n=0, \ldots, N+1$ with $N \...