Bayesian parameter estimation

DOI10.1109/9.395MaRDI QIDQ3772102zbMATH OpenOpenAlexFDO

Authors Stuart C. Kramer, Harold W. Sorenson

Publication date 1988

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.395

zbMATH Keywords

Bayesian approachdiscrete-time parameter estimation

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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Cited in

(24)

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• Strong consistency of Bayesian estimator under discrete observations and unknown transition density
• Parameter estimation for LTI state space model
• Fast Bayesian approach for parameter estimation
• Bayesian system identification via Markov chain Monte Carlo techniques
• Tuning of a Bayesian estimator under discrete time observations and unknown transition density
• Parameter estimation for mechanical systems via an explicit representation of uncertainty
• scientific article; zbMATH DE number 7011348 (Why is no real title available?)
• Bayesian Parameter Estimation Using Periodic Cost Functions
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• Dynamic Bayesian estimation of displacement parameters of continuous curve box based on novozhilov theory
• scientific article; zbMATH DE number 1140644 (Why is no real title available?)
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• Bayes type estimates
• scientific article; zbMATH DE number 1933073 (Why is no real title available?)
• scientific article; zbMATH DE number 4188995 (Why is no real title available?)
• Parameter estimation with generalized empirical localization
• Estimating deterministic parameters by Bayesian inference with emphasis on estimating the uncertainty of the parameters
• Parameter estimator based on a minimum discrepancy criterion: a Bayesian approach

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