| bibtype |
V -
Research Report
|
| ARLID |
0372388 |
| utime |
20240103200401.7 |
| mtime |
20120207235959.9 |
| title
(primary) (eng) |
Approximate Bayesian Recursive Estimation: On Approximation Errors |
| publisher |
| place |
Praha |
| name |
ÚTIA AV ČR |
| pub_time |
2012 |
|
| specification |
|
| edition |
| name |
Research Report |
| volume_id |
2317 |
|
| keyword |
approximate estimation |
| keyword |
adaptive systems |
| keyword |
recursive estimation |
| keyword |
Kullback-Leibler divergence |
| keyword |
forgetting |
| author
(primary) |
| ARLID |
cav_un_auth*0101124 |
| name1 |
Kárný |
| name2 |
Miroslav |
| full_dept (cz) |
Adaptivní systémy |
| full_dept (eng) |
Department of Adaptive Systems |
| department (cz) |
AS |
| department (eng) |
AS |
| 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*0242543 |
| name1 |
Dedecius |
| name2 |
Kamil |
| full_dept (cz) |
Adaptivní systémy |
| full_dept |
Department of Adaptive Systems |
| department (cz) |
AS |
| department |
AS |
| institution |
UTIA-B |
| full_dept |
Department of Adaptive Systems |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
1M0572 |
| agency |
GA MŠk |
| ARLID |
cav_un_auth*0001814 |
|
| project |
| project_id |
GA102/08/0567 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0239566 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
Adaptive systems rely on recursive estimation of a firmly bounded complex- ity. As a rule, they have to use an approximation of the posterior proba- bility density function (pdf), which comprises unreduced information about the estimated parameter. In recursive setting, the latest approximate pdf is updated using the learnt system model and the newest data and then ap- proximated. The fact that approximation errors may accumulate over time course is mostly neglected in the estimator design and, at most, checked ex post. The paper inspects this problem. |
| reportyear |
2012 |
| RIV |
BD |
| num_of_auth |
2 |
| mrcbC52 |
4 O 4o 20231122134921.8 |
| permalink |
http://hdl.handle.net/11104/0205719 |
| arlyear |
2012 |
| mrcbTft |
\nSoubory v repozitáři: 0372388.pdf |
| mrcbU10 |
2012 |
| mrcbU10 |
Praha ÚTIA AV ČR |
|