Bayesian system identification

DOI10.1016/0005-1098(81)90083-2zbMath0451.93059MaRDI QIDQ1148282

V. Peterka

Publication date: 1981

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(81)90083-2

zbMATH Keywords

prediction; parameter estimation; state estimation; random processes; Bayesian statistics

Mathematics Subject Classification ID

62C10: Bayesian problems; characterization of Bayes procedures

62F35: Robustness and adaptive procedures (parametric inference)

93E11: Filtering in stochastic control theory

93E10: Estimation and detection in stochastic control theory

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Cites Work

• Bayesian system identification
• Problems of identification and control
• Optimal input signals for parameter estimation in dynamic systems--Survey and new results
• The Future of Statistics: A Bayesian 21st Century
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