Restricted exponential forgetting in real-time identification (Q1097232)
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scientific article; zbMATH DE number 4033643
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| English | Restricted exponential forgetting in real-time identification |
scientific article; zbMATH DE number 4033643 |
Statements
Restricted exponential forgetting in real-time identification (English)
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1987
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This is a Bayesian type of study of the problem of how to forget outdated information in an adaptive estimation of the parameters. The procedure is illustrated with the linear Gaussian regression model. Good results of the technique are reported in the light of simulations.
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outdated information
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adaptive estimation
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linear Gaussian regression model
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0.7985649108886719
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0.7511556148529053
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0.7482869625091553
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