0411070 20240103182259.520060210235959.9 19 s. cav_un_epca*02567720890-6327174 (2003)265-283Wiley Bayesian estimation ARMAX model finite mixtures cav_un_auth*0213021 He L. CZ cav_un_auth*0101124 Kárný Miroslav UTIA-B Department of Adaptive Systems Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/historie/karny-estimation and prediction with armmax model a mixture of armax models with common arx part.pdf 09J IBS1075102 GA AV ČR cav_un_auth*0014060 CEZ:AV0Z1075907 The paper concerns Bayesian estimation and prediction in the presence of colored noise. It introduces a novel model called ARMMAX, a finite mixture with its ARMAX components having a common ARX part. A modified recursive Quasi-Bayes algorithm is proposed for its estimation, based on a classical solution that allows the MA part to be even at the stability boundary. An off-line use of the mixture offers the possibility to estimate C-parameters of an ARMAX model in a novel way. BD AS http://hdl.handle.net/11104/0131157 UTIA-B 20030057 2003 cav_un_epca*0256772 International Journal of Adaptive Control and Signal Processing 0890-6327 1099-1115 Roč. 17 č. 4 2003 265 283 Wiley