The Variational EM algorithm for on-line identification of extended AR models
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F05%3A00411431" target="_blank" >RIV/67985556:_____/05:00411431 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
The Variational EM algorithm for on-line identification of extended AR models
Original language description
The AutoRegressive (AR) model is extended to cope with a wide class of possible transformations and degradations. The Variational Bayes (VB) procedure is used to restore conjugacy. The resulting Bayesian recursive identication procedure has many of the desirable computational proper- ties of the classical RLS procedure. During each time-step, an iterative Variational EM (VEM) procedure is required to obtain the necessary moments. The procedure is used to reconstruct an outlier-corrupted AR process.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BC - Theory and management systems
OECD FORD branch
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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)<br>Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2005
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing
ISBN
0-7803-8874-7
ISSN
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e-ISSN
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Number of pages
4
Pages from-to
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Publisher name
IEEE
Place of publication
Philadelphia
Event location
Philadelphia
Event date
Mar 18, 2005
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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