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Data-driven stabilized forgetting design using the geometric mean of normal probability densities

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26620%2F18%3APU130162" target="_blank" >RIV/00216305:26620/18:PU130162 - isvavai.cz</a>

  • Result on the web

    <a href="https://ieeexplore.ieee.org/document/8619117" target="_blank" >https://ieeexplore.ieee.org/document/8619117</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1109/CDC.2018.8619117" target="_blank" >10.1109/CDC.2018.8619117</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Data-driven stabilized forgetting design using the geometric mean of normal probability densities

  • Original language description

    This paper contributes to the solution of adaptive tracking issues adopting Bayesian principles. The incomplete model of parameter variations is substituted by relaying on the use of data-suppressing procedure with two goals pursued: to provide automatic memory scheduling through the data-driven forgetting factor, and to compensate for the potential loss of persistency. The solution we propose is the geometric mean of the posterior probability density function (pdf) and its proper alternative, which, for the normal distribution, can be reduced to the convex combination of the information matrix and its regular counterpart. This coupling policy results from maximin decision-making, where the Kullback-Leibler divergence (KLD) occurs as a measure of discrepancy. In this context, the weight (probability) assigned to the information matrix is regarded as the forgetting factor and is controlled by a globally convergent Newton algorithm.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

  • OECD FORD branch

    20205 - Automation and control systems

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

    2018

  • Confidentiality

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

Data specific for result type

  • Article name in the collection

    57th Conference on Decision and Control

  • ISBN

    978-1-5386-1394-8

  • ISSN

  • e-ISSN

  • Number of pages

    6

  • Pages from-to

    1403-1408

  • Publisher name

    IEEE

  • Place of publication

    neuveden

  • Event location

    Miami Beach, Florida, USA

  • Event date

    Dec 17, 2018

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article

    000458114801055