| bibtype |
J -
Journal Article
|
| ARLID |
0472081 |
| utime |
20240103213735.9 |
| mtime |
20170306235959.9 |
| SCOPUS |
85027532957 |
| WOS |
000409048800007 |
| DOI |
10.1002/acs.2756 |
| title
(primary) (eng) |
Recursive Bayesian estimation of autoregressive model with uniform noise using approximation by parallelotopes |
| specification |
| page_count |
9 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0256772 |
| ISSN |
0890-6327 |
| title
|
International Journal of Adaptive Control and Signal Processing |
| volume_id |
31 |
| volume |
8 (2017) |
| page_num |
1184-1192 |
| publisher |
|
|
| keyword |
approximate parameter estimation |
| keyword |
ARX model |
| keyword |
Bayesian estimation |
| keyword |
bounded noise |
| keyword |
Kullback-Leibler divergence |
| keyword |
parallelotope |
| author
(primary) |
| ARLID |
cav_un_auth*0101175 |
| full_dept (cz) |
Adaptivní systémy |
| full_dept (eng) |
Department of Adaptive Systems |
| department (cz) |
AS |
| department (eng) |
AS |
| full_dept |
Department of Adaptive Systems |
| name1 |
Pavelková |
| name2 |
Lenka |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0101119 |
| full_dept (cz) |
Adaptivní systémy |
| full_dept |
Department of Adaptive Systems |
| department (cz) |
AS |
| department |
AS |
| full_dept |
Department of Adaptive Systems |
| name1 |
Jirsa |
| name2 |
Ladislav |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| ARLID |
cav_un_auth*0291242 |
| project_id |
7D12004 |
| agency |
GA MŠk |
|
| abstract
(eng) |
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. |
| RIV |
BC |
| FORD0 |
10000 |
| FORD1 |
10200 |
| FORD2 |
10201 |
| reportyear |
2018 |
| num_of_auth |
2 |
| mrcbC52 |
4 A hod 4ah 20231122142310.7 |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0270811 |
| mrcbC64 |
1 Department of Adaptive Systems UTIA-B 20205 AUTOMATION & CONTROL SYSTEMS |
| confidential |
S |
| mrcbC86 |
3+4 Article Automation Control Systems|Engineering Electrical Electronic |
| mrcbC86 |
3+4 Article Automation Control Systems|Engineering Electrical Electronic |
| mrcbC86 |
3+4 Article Automation Control Systems|Engineering Electrical Electronic |
| mrcbT16-e |
AUTOMATIONCONTROLSYSTEMS|ENGINEERINGELECTRICALELECTRONIC |
| mrcbT16-j |
0.638 |
| mrcbT16-s |
0.915 |
| mrcbT16-B |
49.11 |
| mrcbT16-D |
Q3 |
| mrcbT16-E |
Q2 |
| arlyear |
2017 |
| mrcbTft |
\nSoubory v repozitáři: pavelkova-0472081.pdf |
| mrcbU14 |
85027532957 SCOPUS |
| mrcbU24 |
PUBMED |
| mrcbU34 |
000409048800007 WOS |
| mrcbU63 |
cav_un_epca*0256772 International Journal of Adaptive Control and Signal Processing 0890-6327 1099-1115 Roč. 31 č. 8 2017 1184 1192 Wiley |
|