. "International Journal of Adaptive Control and Signal Processing" . . "Parameter tracking with partial forgetting method"@en . "[ED577E32FDC4]" . . . "26" . "1" . "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\u2019 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\u2019 hypotheses level allows tracking of slow variations of respective hypotheses."@en . . "1099-1115" . . "regression models; model; parameter estimation; parameter tracking"@en . "RIV/67985556:_____/12:00370448!RIV12-AV0-67985556" . "12"^^ . . . "K\u00E1rn\u00FD, Miroslav" . . . . . "Parameter tracking with partial forgetting method"@en . "Nagy, Ivan" . . "3"^^ . . . "P(GA102/08/0567), Z(AV0Z10750506)" . . "RIV/67985556:_____/12:00370448" . "10.1002/acs.1270" . "GB - Spojen\u00E9 kr\u00E1lovstv\u00ED Velk\u00E9 Brit\u00E1nie a Severn\u00EDho Irska" . . . "3"^^ . "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\u2019 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\u2019 hypotheses level allows tracking of slow variations of respective hypotheses." . . "Parameter tracking with partial forgetting method" . . . "157781" . "Parameter tracking with partial forgetting method" . "Dedecius, Kamil" .