Recursive Bayesian estimation of autoregressive model with uniform noise using approximation by parallelotopes (Q4589139)
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scientific article; zbMATH DE number 6803364
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English | Recursive Bayesian estimation of autoregressive model with uniform noise using approximation by parallelotopes |
scientific article; zbMATH DE number 6803364 |
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Recursive Bayesian estimation of autoregressive model with uniform noise using approximation by parallelotopes (English)
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7 November 2017
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approximate parameter estimation
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ARX model
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Bayesian estimation
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bounded noise
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Kullback-Leibler divergence
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parallelotope
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