A bayes-closed approximation of recursive non-linear estimation

DOI10.1002/ACS.4480040404MaRDI QIDQ3358625zbMATH OpenOpenAlexFDO

Authors Rudolf Kulhavý

Publication date 1990

Published in International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/acs.4480040404

zbMATH Keywords

Bayes estimationKullback-Leibler distanceoptimal Bayes inferenceorthogonal projection

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Foundations and philosophical topics in statistics (62A01) Bayesian inference (62F15) Estimation and detection in stochastic control theory (93E10)

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Cites work

• Differential-geometrical methods in statistics
• scientific article; zbMATH DE number 3143969 (Why is no real title available?)
• scientific article; zbMATH DE number 3270307 (Why is no real title available?)
• scientific article; zbMATH DE number 3411609 (Why is no real title available?)

Cited in

(14)

• Recursive nonlinear estimation: Geometry of a space of posterior densities
• Bayes estimators of nonlinear regression and allied issues
• Recursive Bayesian estimation using piecewise constant approximations
• Stationary problem of Bayes nonlinear estimation
• Bayesian estimation of mixtures with dynamic transitions and known component parameters
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• On the Origins of Imperfection and Apparent Non-rationality
• Contribution of Václav Peterka to adaptive control theory and practice
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• Approximate Bayesian recursive estimation
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• Towards fully probabilistic control design
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