Parameter tracking with partial forgetting method
From MaRDI portal
Publication:4908477
DOI10.1002/acs.1270zbMath1263.93214OpenAlexW2160019863MaRDI QIDQ4908477
Ivan Nagy, Miroslav Kárný, Kamil Dedecius
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
Estimation and detection in stochastic control theory (93E10) Stochastic systems in control theory (general) (93E03)
Related Items (6)
Centralized Bayesian reliability modelling with sensor networks ⋮ Towards probabilistic synchronisation of local controllers ⋮ Unnamed Item ⋮ Approximate Bayesian recursive estimation ⋮ Recursive estimation of high-order Markov chains: approximation by finite mixtures ⋮ Likelihood Tempering in Dynamic Model Averaging
Uses Software
Cites Work
- Unnamed Item
- On duality of regularized exponential and linear forgetting
- A Gibbs sampling approach to estimation and prediction of time-varying-parameter models.
- Expected information as ecpected utility
- Modeling a dynamic environment using a Bayesian multiple hypothesis approach
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Convergence of adaptive control schemes using least-squares parameter estimates
- Estimating time-varying parameters by the Kalman filter based algorithm: stability and convergence
- Bounded error identification of time-varying parameters by RLS techniques
- Bounds on achievable performance in the identification and adaptive control of time-varying systems
- Performance analysis of general tracking algorithms
- Identification of Time-Varying Systems in Reproducing Kernel Hilbert Spaces
- On Information and Sufficiency
- A directional forgetting algorithm based on the decomposition of the information matrix
This page was built for publication: Parameter tracking with partial forgetting method
