| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0026071 |
| utime |
20240111140631.9 |
| mtime |
20060120235959.9 |
| title
(primary) (eng) |
Estimation of ARX model with uniform noise - algorithm and example |
| specification |
| page_count |
6 s. |
| media_type |
CD-ROM |
|
| serial |
| title
|
Proceedings of the 6th International PhD Workshop on Systems and Control a Young Generation Viewpoint |
| page_num |
1-6 |
| publisher |
| place |
Ljubljana |
| name |
Jozef Stefan Institute |
| year |
2005 |
|
|
| title
(cze) |
Odhad ARX modelu s rovnoměrným šumem - algoritmus a příklad |
| keyword |
ARX model |
| keyword |
Bayesian estimation |
| keyword |
uniform distribution |
| keyword |
on line parametr estimation |
| author
(primary) |
| ARLID |
cav_un_auth*0101175 |
| name1 |
Pavelková |
| name2 |
Lenka |
| institution |
UTIA-B |
| full_dept |
Department of Adaptive Systems |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0101124 |
| name1 |
Kárný |
| name2 |
Miroslav |
| institution |
UTIA-B |
| full_dept |
Department of Adaptive Systems |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| COSATI |
09I |
| cas_special |
| project |
| project_id |
IBS1075351 |
| agency |
GA AV ČR |
| country |
CZ |
| ARLID |
cav_un_auth*0001804 |
|
| project |
| project_id |
GA102/03/0049 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0001805 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
ARX model is widely used. The output noise is usually supposed to have the normal distribution. It's unbounded support can cause problems in some applications. Here the output noise is assumed to have uniform distribution. The posterior probab. density function of this model is described by the system of inequalities whose number is time incerasing. To obtain recursively feasible estimation of the model the approximattion of exact pdf is required. The algorithmic solution of this problem is presented here. |
| abstract
(cze) |
ARX model je často používán. Obvykle se předpokládá, že výstupní šum je normální. V některých případech je však předpoklad neomezeného rozsahu šumu zdrojem problémů. V článku se proto předpokládá, že šum je rovnoměrný. Aposteriorní distribuce parametrů tohoto modelu je pak popsána narůstajícím počtem nerovností. Pro průběžné odhadování je proto třeba tuto hustotu aproximovat. V článku je taková aproximace navržena a její chování ilustrováno na příkladě. |
| action |
| ARLID |
cav_un_auth*0213261 |
| name |
International PhD Workshop on Systems and Control a Young Generation Viewpoint /6./ |
| place |
Izola |
| dates |
04.10.2005-08.10.2005 |
| country |
SI |
|
| reportyear |
2006 |
| RIV |
BC |
| permalink |
http://hdl.handle.net/11104/0116371 |
| arlyear |
2005 |
| mrcbU56 |
114 kB |
| mrcbU63 |
Proceedings of the 6th International PhD Workshop on Systems and Control a Young Generation Viewpoint 1 6 Ljubljana Jozef Stefan Institute 2005 |
|