Use of Kullback-Leibler divergence for forgetting

DOI10.1002/acs.1080zbMath1298.93317OpenAlexW1997304384MaRDI QIDQ2928569

Josef Andrýsek, Miroslav Kárný

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

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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