| bibtype |
J -
Journal Article
|
| ARLID |
0392950 |
| utime |
20240103202624.5 |
| mtime |
20131111235959.9 |
| WOS |
000328806000012 |
| DOI |
10.1016/j.apm.2013.05.038 |
| title
(primary) (eng) |
Mixture estimation with state-space components and Markov model of switching |
| specification |
| page_count |
21 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0252056 |
| ISSN |
0307-904X |
| title
|
Applied Mathematical Modelling |
| volume_id |
37 |
| volume |
24 (2013) |
| page_num |
9970-9984 |
| publisher |
|
|
| keyword |
probabilistic dynamic mixtures, |
| keyword |
probability density function |
| keyword |
state-space models |
| keyword |
recursive mixture estimation |
| keyword |
Bayesian dynamic decision making under uncertainty |
| keyword |
Kerridge inaccuracy |
| author
(primary) |
| ARLID |
cav_un_auth*0101167 |
| name1 |
Nagy |
| name2 |
Ivan |
| 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 Signal Processing |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0108105 |
| name1 |
Suzdaleva |
| name2 |
Evgenia |
| full_dept (cz) |
Adaptivní systémy |
| full_dept |
Department of Adaptive Systems |
| department (cz) |
AS |
| department |
AS |
| institution |
UTIA-B |
| full_dept |
Department of Signal Processing |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
TA01030123 |
| agency |
GA TA ČR |
| ARLID |
cav_un_auth*0271776 |
|
| abstract
(eng) |
The paper proposes a recursive algorithm for estimation of mixtures with state-space components and a dynamic model of switching. Bayesian methodology is adopted. The main features of the presented approach are: (i) recursiveness that enables a real-time performance of the algorithm; (ii) one-pass elaboration of the data sample; (iii) dynamic nature of the model of switching active components; (iv) orientation at explicit solutions with exploitation of numerical procedures only in those parts which cannot be computed analytically; (v) systematic approach to the Bayesian mixture estimation theory. |
| reportyear |
2014 |
| RIV |
BC |
| num_of_auth |
2 |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0221975 |
| mrcbT16-e |
ENGINEERINGMULTIDISCIPLINARY|MATHEMATICSINTERDISCIPLINARYAPPLICATIONS|MECHANICS |
| mrcbT16-f |
2.195 |
| mrcbT16-g |
0.660 |
| mrcbT16-h |
3.V |
| mrcbT16-i |
0.01986 |
| mrcbT16-j |
0.632 |
| mrcbT16-k |
6174 |
| mrcbT16-l |
773 |
| mrcbT16-s |
1.074 |
| mrcbT16-4 |
Q1 |
| mrcbT16-B |
55.924 |
| mrcbT16-C |
88.432 |
| mrcbT16-D |
Q2 |
| mrcbT16-E |
Q2 |
| arlyear |
2013 |
| mrcbU34 |
000328806000012 WOS |
| mrcbU63 |
cav_un_epca*0252056 Applied Mathematical Modelling 0307-904X 1872-8480 Roč. 37 č. 24 2013 9970 9984 Elsevier |
|