Parameter tracking with partial forgetting method

DOI10.1002/ACS.1270MaRDI QIDQ4908477zbMATH OpenOpenAlexFDO

Authors Kamil Dedecius, Ivan Nagy, Miroslav Kárný

Publication date 6 March 2013

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.1270

zbMATH Keywords

parameter estimationmodelregression modelsparameter tracking

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10)

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Cites work

• scientific article; zbMATH DE number 3602484 (Why is no real title available?)
• A Gibbs sampling approach to estimation and prediction of time-varying-parameter models.
• A directional forgetting algorithm based on the decomposition of the information matrix
• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
• Bounded error identification of time-varying parameters by RLS techniques
• Bounds on achievable performance in the identification and adaptive control of time-varying systems
• Convergence of adaptive control schemes using least-squares parameter estimates
• Estimating time-varying parameters by the Kalman filter based algorithm: stability and convergence
• Expected information as ecpected utility
• Identification of Time-Varying Systems in Reproducing Kernel Hilbert Spaces
• Modeling a dynamic environment using a Bayesian multiple hypothesis approach
• On Information and Sufficiency
• On duality of regularized exponential and linear forgetting
• Performance analysis of general tracking algorithms

Cited in

(9)

• Towards probabilistic synchronisation of local controllers
• Centralized Bayesian reliability modelling with sensor networks
• Forecasting art prices with Bayesian models
• Bayesian approach for robust parameter tracking
• Discounted fully probabilistic design of decision rules
• scientific article; zbMATH DE number 3983040 (Why is no real title available?)
• Likelihood tempering in dynamic model averaging
• Approximate Bayesian recursive estimation
• Recursive estimation of high-order Markov chains: approximation by finite mixtures

Describes a project that uses

Uses Software

• AS 103
• elicit-normlin

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