All

What are you looking for?

All
Projects
Results
Organizations

Quick search

  • Projects supported by TA ČR
  • Excellent projects
  • Projects with the highest public support
  • Current projects

Smart search

  • That is how I find a specific +word
  • That is how I leave the -word out of the results
  • “That is how I can find the whole phrase”

Design of variable exponential forgetting for estimation of the statistics of the Normal distribution

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26620%2F16%3APU121460" target="_blank" >RIV/00216305:26620/16:PU121460 - isvavai.cz</a>

  • Result on the web

    <a href="http://ieeexplore.ieee.org/document/7798426/" target="_blank" >http://ieeexplore.ieee.org/document/7798426/</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1109/CDC.2016.7798426" target="_blank" >10.1109/CDC.2016.7798426</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Design of variable exponential forgetting for estimation of the statistics of the Normal distribution

  • Original language description

    A recursive algorithm for estimating the statistics of the Normal distribution is designed, making it adaptive in the sense that the forgetting factor is driven by data. A mechanism to suppress obsolete information is proposed, following the principles of Bayesian decision-making. Specifically, the best combination of two time-evolution model hypotheses in terms of the geometric mean is performed. The first hypothesis assumes no change in the parameter evolution, while the second one assumes that all parameter changes are equally admitted. In order to provide data-driven forgetting, complementary probabilities assigned to each hypothesis are determined as the maximizers of the decision problem. Simulations, including a performance comparison with a recently proposed self-tuning estimator, are presented.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

  • OECD FORD branch

    10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

Result continuities

  • Project

    Result was created during the realization of more than one project. More information in the Projects tab.

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2016

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    55th Conference on Decision and Control

  • ISBN

    978-1-5090-1837-6

  • ISSN

  • e-ISSN

  • Number of pages

    6

  • Pages from-to

    1179-1184

  • Publisher name

    IEEE

  • Place of publication

    neuveden

  • Event location

    Las Vegas

  • Event date

    Dec 12, 2015

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article

    000400048101057