0346948 20240103193823.020100914235959.9 6 s. cav_un_epca*0346947978-615-5044-00-71-6Veszprém, MaďarskoFaculty of Information Technology, University of Pannonia2010 bayesian modelling model averaging estimation cav_un_auth*0242543 Dedecius Kamil Adaptivní systémy Department of Adaptive Systems AS AS UTIA-B Department of Adaptive Systems Ústav teorie informace a automatizace AV ČR, v. v. i. cav_un_auth*0101119 Jirsa Ladislav Adaptivní systémy Department of Adaptive Systems AS AS UTIA-B Department of Adaptive Systems Ústav teorie informace a automatizace AV ČR, v. v. i. cav_un_auth*0234872 Pištěk Miroslav Adaptivní systémy Department of Adaptive Systems AS AS UTIA-B Department of Decision Making Theory Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2010/AS/dedecius-bayesian averaging of regressive models.pdf 7D09008 GA MŠk CZ cav_un_auth*0261683 CEZ:AV0Z10750506 In the real world, it is often possible to model certain variables using several different regressive models. However, as the theoretical (mathematical, physical...) description of the real world is almost never perfect, there exists uncertainty about the true or best-fitting model. This paper deals with an issue of `mixing' information from multiple potentially true models, which run in parallel, to obtain a single outcome, taking the model uncertainty into account. While this issue has been addressed by many research papers in the past, most of them were developed for the static cases or for the state-space models. Here, we discuss an enhancement for a class of input-output regressive models. The described method allows to switch among models to reflect their modelling performance. If there is a single best model, the method quickly converges to it. cav_un_auth*0263709 11th International PhD Workshop on Systems and Control a Young Generation Viewpoint Veszprém 01.09.2010-03.09.2010 HU 2011 JD http://hdl.handle.net/11104/0187843 2010 cav_un_epca*0346947 Proceedings of the 11th International PhD Workshop on Systems and Control 978-615-5044-00-7 1 6 Sborník příspěvků 11. mezinárodního PhD workshopu o systémech a řízení Veszprém, Maďarsko Faculty of Information Technology, University of Pannonia 2010