Projection-based Bayesian recursive estimation of ARX model with uniform innovations

DOI10.1016/J.SYSCONLE.2007.03.005MaRDI QIDQ998678zbMATH OpenOpenAlexFDO

Authors Miroslav Kárný, Lenka Pavelková

Publication date 9 February 2009

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sysconle.2007.03.005

zbMATH Keywords

uniform distribution

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Estimation and detection in stochastic control theory (93E10)

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Cited in

(2)

• Recursive Bayesian estimation of autoregressive model with uniform noise using approximation by parallelotopes
• Mixture-based extension of the AR model and its recursive Bayesian identification

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