Recursive Bayesian estimation of autoregressive model with uniform noise using approximation by parallelotopes

DOI10.1002/acs.2756zbMath1373.93327OpenAlexW2594093657MaRDI QIDQ4589139

Ladislav Jirsa, Lenka Kuklišová Pavelková

Publication date: 7 November 2017

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.2756

zbMATH Keywords

Kullback-Leibler divergencebounded noiseBayesian estimationparallelotopeapproximate parameter estimationARX model

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

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