Abstract
Abstract In various industrial production environments a burn-in phase of a specific settling-length precedes a stable (i.e. steady-state, stationary) process mode. The identification of the corresponding physical parameters may be difficult to perform in the presence of strong noise. We propose a method using isotonic regression which circumvents the negative effects of heteroscedasticity related to naive estimation procedures adding robustness against different occurrences of scale on which the run-in effect is observed.
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