Symmetrical Augmented System of Equations for the Parameter Identification of Discrete Fractional Systems by Generalized Total Least Squares

This paper is devoted to the identification of the parameters of discrete fractional systems with errors in variables. Estimates of the parameters of such systems can be obtained using generalized total least squares (GTLS). A GTLS problem can be reduced to a total least squares (TLS) problem. A total least squares problem is often ill-conditioned. To solve a TLS problem, a classical algorithm based on finding the right singular vector or an algorithm based on an augmented system of equations with complex coefficients can be applied. In this paper, a new augmented system of equations with real coefficients is proposed to solve TLS problems. A symmetrical augmented system of equations was applied to the parameter identification of discrete fractional systems. The simulation results showed that the use of the proposed symmetrical augmented system of equations can shorten the time for solving such problems. It was also shown that the proposed system can have a smaller condition number.

Beta regression model nonlinear in the parameters with additive measurement errors in variables

We propose in this paper a general class of nonlinear beta regression models with measurement errors. The motivation for proposing this model arose from a real problem we shall discuss here. The application concerns a usual oil refinery process where the main covariate is the concentration of a typically measured in error reagent and the response is a catalyst’s percentage of crystallinity involved in the process. Such data have been modeled by nonlinear beta and simplex regression models. Here we propose a nonlinear beta model with the possibility of the chemical reagent concentration being measured with error. The model parameters are estimated by different methods. We perform Monte Carlo simulations aiming to evaluate the performance of point and interval estimators of the model parameters. Both results of simulations and the application favors the method of estimation by maximum pseudo-likelihood approximation.