Use of Kullback-Leibler divergence for forgetting

DOI10.1002/ACS.1080MaRDI QIDQ2928569zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3181545 (Why is no real title available?)
• scientific article; zbMATH DE number 3602484 (Why is no real title available?)
• scientific article; zbMATH DE number 941484 (Why is no real title available?)
• Expected information as ecpected utility
• On Information and Sufficiency
• On a general concept of forgetting
• On duality of regularized exponential and linear forgetting
• Probabilistic Principal Component Analysis

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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