Use of Kullback-Leibler divergence for forgetting

DOI10.1002/ACS.1080zbMATH Open1298.93317OpenAlexW1997304384MaRDI QIDQ2928569FDOQ2928569

Authors: Miroslav Kárný, Josef Andrýsek 

Publication date: 10 November 2014

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.1080

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zbMATH Keywords

Kullback-Leibler divergenceBayesian estimationARX modelfunctional approximation of estimationparameter tracking by stabilized forgetting

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cites Work

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• On Information and Sufficiency
• Probabilistic Principal Component Analysis
• Expected information as ecpected utility
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• Title not available (Why is that?)
• On a general concept of forgetting
• On duality of regularized exponential and linear forgetting

Cited In (2)

• Approximation of Kullback-Leibler Divergence between Two Gaussian Mixture Distributions
• Taming numerical imprecision by adapting the KL divergence to negative probabilities

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