Recursive Bayesian estimation of autoregressive model with uniform noise using approximation by parallelotopes

0472081 20240103213735.920170306235959.9 85027532957 000409048800007 10.1002/acs.2756 Recursive Bayesian estimation of autoregressive model with uniform noise using approximation by parallelotopes 9 s. P cav_un_epca*02567720890-6327International Journal of Adaptive Control and Signal Processing318 (2017)1184-1192Wiley approximate parameter estimation ARX model Bayesian estimation bounded noise Kullback-Leibler divergence parallelotope cav_un_auth*0101175 Adaptivní systémy Department of Adaptive Systems AS AS Department of Adaptive Systems Pavelková Lenka UTIA-B Ústav teorie informace a automatizace AV ČR, v. v. i. cav_un_auth*0101119 Adaptivní systémy Department of Adaptive Systems AS AS Department of Adaptive Systems Jirsa Ladislav UTIA-B Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2017/AS/pavelkova-0472081.pdf cav_un_auth*0291242 7D12004 GA MŠk This paper proposes a recursive algorithm for the estimation of a stochastic autoregressive model with an external input. The noise of the involved model is described by a uniform distribution. The model parameters are estimated using the Bayesian approach. Without an approximation, the support of the posterior distribution is a complex multidimensional polytope whose number of faces increases with time. We propose an approximation of this polytope in each time step by a parallelotope with a constant number of faces. The behaviour of the proposed algorithm is illustrated by simulations and compared with other methods. BC 10000 10200 10201 2018 2 4 A hod 4ah 20231122142310.7 RVO:67985556 http://hdl.handle.net/11104/0270811 1 Department of Adaptive Systems UTIA-B 20205 AUTOMATION & CONTROL SYSTEMS S 3+4 Article Automation Control Systems|Engineering Electrical Electronic 3+4 Article Automation Control Systems|Engineering Electrical Electronic 3+4 Article Automation Control Systems|Engineering Electrical Electronic AUTOMATION&CONTROLSYSTEMS|ENGINEERING.ELECTRICAL&ELECTRONIC 2.168 0.805 5.5 0.00355 0.638 1824 0.915 1.874 113 Q2 49.11 52.6 Q3 Q1 0.76 Q2 55.192 2017 Soubory v repozitáři: pavelkova-0472081.pdf 85027532957 SCOPUS PUBMED 000409048800007 WOS cav_un_epca*0256772 International Journal of Adaptive Control and Signal Processing 0890-6327 1099-1115 Roč. 31 č. 8 2017 1184 1192 Wiley