This HTML5 document contains 45 embedded RDF statements represented using HTML+Microdata notation.

The embedded RDF content will be recognized by any processor of HTML5 Microdata.

Namespace Prefixes

PrefixIRI
dctermshttp://purl.org/dc/terms/
n15http://linked.opendata.cz/resource/domain/vavai/projekt/
n4http://linked.opendata.cz/resource/domain/vavai/riv/tvurce/
n14http://linked.opendata.cz/resource/domain/vavai/subjekt/
n13http://linked.opendata.cz/ontology/domain/vavai/
n8http://linked.opendata.cz/resource/domain/vavai/zamer/
shttp://schema.org/
skoshttp://www.w3.org/2004/02/skos/core#
n3http://linked.opendata.cz/ontology/domain/vavai/riv/
n19http://bibframe.org/vocab/
n2http://linked.opendata.cz/resource/domain/vavai/vysledek/
rdfhttp://www.w3.org/1999/02/22-rdf-syntax-ns#
n18http://linked.opendata.cz/ontology/domain/vavai/riv/klicoveSlovo/
n7http://linked.opendata.cz/ontology/domain/vavai/riv/duvernostUdaju/
xsdhhttp://www.w3.org/2001/XMLSchema#
n12http://linked.opendata.cz/resource/domain/vavai/vysledek/RIV%2F67985556%3A_____%2F12%3A00370448%21RIV12-AV0-67985556/
n20http://linked.opendata.cz/ontology/domain/vavai/riv/jazykVysledku/
n10http://linked.opendata.cz/ontology/domain/vavai/riv/aktivita/
n17http://linked.opendata.cz/ontology/domain/vavai/riv/druhVysledku/
n5http://linked.opendata.cz/ontology/domain/vavai/riv/obor/
n16http://reference.data.gov.uk/id/gregorian-year/

Statements

Subject Item
n2:RIV%2F67985556%3A_____%2F12%3A00370448%21RIV12-AV0-67985556
rdf:type
skos:Concept n13:Vysledek
dcterms:description
This paper concerns the Bayesian tracking of slowly varying parameters of a linear stochastic regression model. The modelled and predicted system output is assumed to possess time-varying mean value, whereas its dynamics are relatively stable. The proposed estimation method models the system output mean value by time-varying offset. It formulates three extreme hypotheses on model parameters’ variability: (i) no parameter varies; (ii) all parameters vary; and (iii) the offset varies. The Bayesian paradigm then provides a mixture as posterior distribution, which is appropriately projected to a feasible class. Exponential forgetting at second’ hypotheses level allows tracking of slow variations of respective hypotheses. This paper concerns the Bayesian tracking of slowly varying parameters of a linear stochastic regression model. The modelled and predicted system output is assumed to possess time-varying mean value, whereas its dynamics are relatively stable. The proposed estimation method models the system output mean value by time-varying offset. It formulates three extreme hypotheses on model parameters’ variability: (i) no parameter varies; (ii) all parameters vary; and (iii) the offset varies. The Bayesian paradigm then provides a mixture as posterior distribution, which is appropriately projected to a feasible class. Exponential forgetting at second’ hypotheses level allows tracking of slow variations of respective hypotheses.
dcterms:title
Parameter tracking with partial forgetting method Parameter tracking with partial forgetting method
skos:prefLabel
Parameter tracking with partial forgetting method Parameter tracking with partial forgetting method
skos:notation
RIV/67985556:_____/12:00370448!RIV12-AV0-67985556
n13:predkladatel
n14:ico%3A67985556
n3:aktivita
n10:Z n10:P
n3:aktivity
P(GA102/08/0567), Z(AV0Z10750506)
n3:cisloPeriodika
1
n3:dodaniDat
n16:2012
n3:domaciTvurceVysledku
n4:2692139 n4:4644506 n4:6585256
n3:druhVysledku
n17:J
n3:duvernostUdaju
n7:S
n3:entitaPredkladatele
n12:predkladatel
n3:idSjednocenehoVysledku
157781
n3:idVysledku
RIV/67985556:_____/12:00370448
n3:jazykVysledku
n20:eng
n3:klicovaSlova
regression models; model; parameter estimation; parameter tracking
n3:klicoveSlovo
n18:parameter%20estimation n18:regression%20models n18:parameter%20tracking n18:model
n3:kodStatuVydavatele
GB - Spojené království Velké Británie a Severního Irska
n3:kontrolniKodProRIV
[ED577E32FDC4]
n3:nazevZdroje
International Journal of Adaptive Control and Signal Processing
n3:obor
n5:BB
n3:pocetDomacichTvurcuVysledku
3
n3:pocetTvurcuVysledku
3
n3:projekt
n15:GA102%2F08%2F0567
n3:rokUplatneniVysledku
n16:2012
n3:svazekPeriodika
26
n3:tvurceVysledku
Kárný, Miroslav Nagy, Ivan Dedecius, Kamil
n3:zamer
n8:AV0Z10750506
s:issn
1099-1115
s:numberOfPages
12
n19:doi
10.1002/acs.1270