About: Estimation and prediction with ARMMAX model: a mixture of ARMAX models with common ARX part.

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About: Estimation and prediction with ARMMAX model: a mixture of ARMAX models with common ARX part. Goto Sponge NotDistinct Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	The paper concerns Bayesian estimation and prediction in the presence of colored noise. It introduces a novel model called ARMMAX, a finite mixture with its ARMAX components having a common ARX part. A modified recursive Quasi-Bayes algorithm is proposed for its estimation, based on a classical solution that allows the MA part to be even at the stability boundary. An off-line use of the mixture offers the possibility to estimate C-parameters of an ARMAX model in a novel way. The paper concerns Bayesian estimation and prediction in the presence of colored noise. It introduces a novel model called ARMMAX, a finite mixture with its ARMAX components having a common ARX part. A modified recursive Quasi-Bayes algorithm is proposed for its estimation, based on a classical solution that allows the MA part to be even at the stability boundary. An off-line use of the mixture offers the possibility to estimate C-parameters of an ARMAX model in a novel way. (en)
Title	Estimation and prediction with ARMMAX model: a mixture of ARMAX models with common ARX part. Estimation and prediction with ARMMAX model: a mixture of ARMAX models with common ARX part. (en)
skos:prefLabel	Estimation and prediction with ARMMAX model: a mixture of ARMAX models with common ARX part. Estimation and prediction with ARMMAX model: a mixture of ARMAX models with common ARX part. (en)
skos:notation	RIV/67985556:_____/03:16030057!RIV/2004/AV0/A16004/N
http://linked.open.../vavai/riv/strany	265;283
http://linked.open...avai/riv/aktivita	P Z
http://linked.open...avai/riv/aktivity	P(IBS1075102), Z(AV0Z1075907)
http://linked.open...iv/cisloPeriodika	4
http://linked.open...vai/riv/dodaniDat	2004
http://linked.open...aciTvurceVysledku	Kárný, Miroslav
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Ústav teorie informace a automatizace AV ČR, v. v. i.
http://linked.open...dnocenehoVysledku	606205
http://linked.open...ai/riv/idVysledku	RIV/67985556:_____/03:16030057
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Bayesian estimation; ARMAX model; finite mixtures (en)
http://linked.open.../riv/klicoveSlovo	ARMAX model Bayesian estimation finite mixtures
http://linked.open...odStatuVydavatele	GB - Spojené království Velké Británie a Severního Irska
http://linked.open...ontrolniKodProRIV	[0354AE17559F]
http://linked.open...i/riv/nazevZdroje	International Journal of Adaptive Control and Signal Processing
http://linked.open...in/vavai/riv/obor	BD
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...ocetUcastnikuAkce	0 (xsd:int)
http://linked.open...nichUcastnikuAkce	0 (xsd:int)
http://linked.open...vavai/riv/projekt	Output Error Model Identification and its Utilisation in Controller Design
http://linked.open...UplatneniVysledku	2003
http://linked.open...v/svazekPeriodika	17
http://linked.open...iv/tvurceVysledku	Kárný, Miroslav He, L.
http://linked.open...n/vavai/riv/zamer	Uncertainty methods in theoretical cybernetics: system identification, information processing, decision-making, and control
issn	0890-6327
number of pages	19 (xsd:int)

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