| bibtype |
J -
Journal Article
|
| ARLID |
0411297 |
| utime |
20240103182316.4 |
| mtime |
20060210235959.9 |
| title
(primary) (eng) |
Robust estimation of autoregressive processes using a mixture-based filter-bank |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0257642 |
| ISSN |
0167-6911 |
| title
|
Systems and Control Letters |
| volume_id |
54 |
| volume |
4 (2005) |
| page_num |
315-323 |
| publisher |
|
|
| title
(cze) |
Robustní odhad autoregresních procesů pomocí směsi tvořené bankou filtrů |
| keyword |
Bayesian estimation |
| keyword |
probabilistic mixtures |
| keyword |
recursive estimation |
| author
(primary) |
| ARLID |
cav_un_auth*0213164 |
| name1 |
Šmídl |
| name2 |
V. |
| country |
IE |
|
| author
|
| ARLID |
cav_un_auth*0213165 |
| name1 |
Anthony |
| name2 |
Q. |
| country |
IE |
|
| 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. |
|
| author
|
| ARLID |
cav_un_auth*0101092 |
| name1 |
Guy |
| name2 |
Tatiana Valentine |
| 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 |
| ARLID |
cav_un_auth*0001804 |
|
| project |
| project_id |
GA102/03/0049 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0001805 |
|
| project |
| project_id |
GP102/03/P010 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0001813 |
|
| project |
| project_id |
1M0572 |
| agency |
GA MŠk |
| ARLID |
cav_un_auth*0001814 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
A mixture-based framework for robust estimation of ARX-type processes is presented. The ARX process is presumed to suffer from an unknown noise and/or distortion. The approach taken here is to model the overall degraded process via a mixture. Each component of this mixture uses the same ARX model but explores a different noise/distortion process. Estimation of this mixture unifies the preprocessing and process modelling tasks. |
| abstract
(cze) |
Článek popisuje metodiku robustního odhadování procesů typu ARX (externě stimulovaná autoregrese) s neznámým typem neměřeného šumu. Odhadování je pojato jako odhadování dynamické směsi jejíž komponenty mají společnou deterministickou část, ale odlišné charakteristiky šumu. Na obecné úrovni se tak sjednocuje odhadování a předzpracování dat. |
| RIV |
BC |
| reportyear |
2006 |
| department |
AS |
| permalink |
http://hdl.handle.net/11104/0131380 |
| ID_orig |
UTIA-B 20050025 |
| arlyear |
2005 |
| mrcbU63 |
cav_un_epca*0257642 Systems and Control Letters 0167-6911 1872-7956 Roč. 54 č. 4 2005 315 323 Elsevier |
|