Use of Kullback?Leibler divergence for forgetting
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F09%3A00315684" target="_blank" >RIV/67985556:_____/09:00315684 - 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
Use of Kullback?Leibler divergence for forgetting
Original language description
Non-symmetric Kullback?Leibler divergence (KLD) measures proximity of probability density functions (pdfs). Bernardo (Ann. Stat. 1979; 7(3):686?690) had shown its unique role in approximation of pdfs. The order of the KLD arguments is also implied by hismethodological result. Functional approximation of estimation and stabilized forgetting, serving for tracking of slowly varying parameters, use the reversed order. This choice has the pragmatic motivation: recursive estimator often approximates the parametric model by a member of exponential family (EF) as it maps prior pdfs from the set of conjugate pdfs (CEF) back to the CEF. Approximations based on the KLD with the reversed order of arguments preserves this property. In the paper, the approximationperformed within the CEF but with the proper order of arguments of the KLD is advocated. It is applied to the parameter tracking and performance improvements are demonstrated.
Czech name
Použití Kullback?Leibler divergence pro zapomínání
Czech description
Nesymetrická Kullback-Leiblerova divergence (KLD) měří blízkost pravděpodobnostních hustot. Dá se ukázat, že jedna z jejich verzí je teoreticky lepší. Článek popisuje využití této skutečnosti ke zlepšení techniky zapomínání.
Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
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
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2009
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
International Journal of Adaptive Control and Signal Processing
ISSN
0890-6327
e-ISSN
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Volume of the periodical
23
Issue of the periodical within the volume
1
Country of publishing house
GB - UNITED KINGDOM
Number of pages
15
Pages from-to
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UT code for WoS article
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EID of the result in the Scopus database
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