About: Approximate Bayesian Recursive Estimation of Linear Model with Uniform Noise

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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	Recursive estimation forms core of adaptive prediction and control. Dynamic exponential family is the only but narrow class of parametric models that allows exact Bayesian estimation. The paper provides an approximate estimation of important autoregressive model with exogenous variables (ARX) and uniform noise. This model reflects well physical nature of modelled system: majority of signals, noise and estimated parameters are bounded. Unlike former solutions, the paper proposes an algorithm that provides a full (approximate) posterior probability density function (pdf) of unknown parameters. Behaviour of the designed algorithm is illustrated by simulations. Recursive estimation forms core of adaptive prediction and control. Dynamic exponential family is the only but narrow class of parametric models that allows exact Bayesian estimation. The paper provides an approximate estimation of important autoregressive model with exogenous variables (ARX) and uniform noise. This model reflects well physical nature of modelled system: majority of signals, noise and estimated parameters are bounded. Unlike former solutions, the paper proposes an algorithm that provides a full (approximate) posterior probability density function (pdf) of unknown parameters. Behaviour of the designed algorithm is illustrated by simulations. (en)
Title	Approximate Bayesian Recursive Estimation of Linear Model with Uniform Noise Approximate Bayesian Recursive Estimation of Linear Model with Uniform Noise (en)
skos:prefLabel	Approximate Bayesian Recursive Estimation of Linear Model with Uniform Noise Approximate Bayesian Recursive Estimation of Linear Model with Uniform Noise (en)
skos:notation	RIV/67985556:_____/12:00378658!RIV13-TA0-67985556
http://linked.open...avai/riv/aktivita	I P
http://linked.open...avai/riv/aktivity	I, P(TA01030123)
http://linked.open...vai/riv/dodaniDat	2013
http://linked.open...aciTvurceVysledku	Kárný, Miroslav Pavelková, Lenka
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
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	123478
http://linked.open...ai/riv/idVysledku	RIV/67985556:_____/12:00378658
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	recursive parameter estimation; bounded noise; Bayesian learning; autoregressive models (en)
http://linked.open.../riv/klicoveSlovo	autoregressive models bounded noise Bayesian learning recursive parameter estimation
http://linked.open...ontrolniKodProRIV	[83B8A854224D]
http://linked.open...v/mistoKonaniAkce	Brussels
http://linked.open...i/riv/mistoVydani	Brussels
http://linked.open...i/riv/nazevZdroje	Proceedings of the 16th IFAC Symposium on System Identification
http://linked.open...in/vavai/riv/obor	BC
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	Ecology of driving, modeling, cluster models, classification, decision making
http://linked.open...UplatneniVysledku	2012
http://linked.open...iv/tvurceVysledku	Kárný, Miroslav Pavelková, Lenka
http://linked.open...vavai/riv/typAkce	WRD - Světová
http://linked.open.../riv/zahajeniAkce	2012-07-11 (xsd:date)
number of pages	5 (xsd:int)
http://bibframe.org/vocab/doi	10.3182/20120711-3-BE-2027.00104
http://purl.org/ne...btex#hasPublisher	IFAC
https://schema.org/isbn	978-3-902823-06-9

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