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Description
  • Markov chains are black box models ideal for describing stochastic digitised systems. Although the identification of their parameters can be a relatively easy task to perform, the dimensionality involved become undesirable large. This significant drawback can be overcome by exploiting smoothness of the underlying system. The paper present a novel hybrid off-line algorithm to locate areas which merit detailed model description. It comprises Bayesian parameter estimation and Mean tracking algorithm.
  • Markov chains are black box models ideal for describing stochastic digitised systems. Although the identification of their parameters can be a relatively easy task to perform, the dimensionality involved become undesirable large. This significant drawback can be overcome by exploiting smoothness of the underlying system. The paper present a novel hybrid off-line algorithm to locate areas which merit detailed model description. It comprises Bayesian parameter estimation and Mean tracking algorithm. (en)
Title
  • Bayesian M-T clustering for reduced parameterisation of Markov chains used for non-linear adaptive elements.
  • Bayesian M-T clustering for reduced parameterisation of Markov chains used for non-linear adaptive elements. (en)
skos:prefLabel
  • Bayesian M-T clustering for reduced parameterisation of Markov chains used for non-linear adaptive elements.
  • Bayesian M-T clustering for reduced parameterisation of Markov chains used for non-linear adaptive elements. (en)
skos:notation
  • RIV/67985556:_____/01:16010056!RIV/2003/AV0/A16003/N
http://linked.open.../vavai/riv/strany
  • 1071;1078
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA102/99/1564), Z(AV0Z1075907)
http://linked.open...iv/cisloPeriodika
  • 6
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 674226
http://linked.open...ai/riv/idVysledku
  • RIV/67985556:_____/01:16010056
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Markov chain; clustering; Bayesian mixture estimation (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • GB - Spojené království Velké Británie a Severního Irska
http://linked.open...ontrolniKodProRIV
  • [9ECE4EB852E2]
http://linked.open...i/riv/nazevZdroje
  • Automatica
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...ocetUcastnikuAkce
http://linked.open...nichUcastnikuAkce
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 37
http://linked.open...iv/tvurceVysledku
  • Kárný, Miroslav
  • Valečková, Markéta
  • Sutanto, E. L.
http://linked.open...n/vavai/riv/zamer
issn
  • 0005-1098
number of pages
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