On duality of regularized exponential and linear forgetting

DOI10.1016/0005-1098(96)00092-1MaRDI QIDQ674932zbMATH OpenOpenAlexFDO

Authors Juan-Miguel Gracia

Publication date 6 March 1997

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(96)00092-1

zbMATH Keywords

parameter estimationKullback-Leibler divergencedualityexponential forgettingARX modelBayesian decision problemlinear forgettingparameter tracking

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Stochastic learning and adaptive control (93E35)

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Cites work

• scientific article; zbMATH DE number 3761167 (Why is no real title available?)
• scientific article; zbMATH DE number 107482 (Why is no real title available?)
• scientific article; zbMATH DE number 3514748 (Why is no real title available?)
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• scientific article; zbMATH DE number 3241743 (Why is no real title available?)
• Adaptation and tracking in system identification - a survey
• Bayesian system identification
• Design issues in adaptive control
• Differential-geometrical methods in statistics
• Factorization methods for discrete sequential estimation
• On a general concept of forgetting
• Stabilized least-squares type adaptive identifiers
• Stochastic processes and filtering theory

Cited in

(7)

• On the Origins of Imperfection and Apparent Non-rationality
• Restricted exponential forgetting in real-time identification
• On the asymptotic behaviour of linear learning processes with partial forgetting
• Gated Orthogonal Recurrent Units: On Learning to Forget
• Simple, robust, selftuning controller
• Use of Kullback-Leibler divergence for forgetting
• Parameter tracking with partial forgetting method

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