Filters
Prediction of Exchange Rates With Autoregressive Model With Exponential Forgetting
The paper deals with a first-order autoregression model with parameter estimation with exponential forgetting, known and well established in the mathematical system theory. However, the use of exponential forgetting
AH - Ekonomie
- 2008 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
A Brief Comparison of Selected Forgetting Methods
of slowly varying parameters of input-output models. One of them is the exponential forgetting method, which is the most popular and simplest method, while another method the alternative forgetting is based on it. The t...
BC - Teorie a systémy řízení
- 2009 •
- D
Rok uplatnění
D - Stať ve sborníku
On duality of exponential and linear forgetting.
Annotation not available...
BD - Teorie informace
- 1996 •
- D
Rok uplatnění
D - Stať ve sborníku
On duality of regularized exponential and linear forgetting.
Annotation not available...
BD - Teorie informace
- 1996 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Tuning Of On-Line Identification Methods
resulting parameters with the same weight. Modifications of the LSM based on exponential forgettingand adaptive directional forgetting were proposed to deal with this problem. The paper compares pure LSM, LSM with exponential
BC - Teorie a systémy řízení
- 2006 •
- D
Rok uplatnění
D - Stať ve sborníku
RECURSIVE IDENTIFICATION ALGORITHMS LIBRARY
model. To cope with tracking the time-variant parameters four forgetting factor are taken into consideration. These are fixed exponential forgetting, variable exponential forgetting, fixed directional
BC - Teorie a systémy řízení
- 2006 •
- D
Rok uplatnění
D - Stať ve sborníku
Inverse updated systolic RLS algorithm with regularized exponential forgetting.
Annotation not available...
BD - Teorie informace
- 1996 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Design of variable exponential forgetting for estimation of the statistics of the Normal-Wishart distribution
in the Bayesian framework. The version of exponential forgetting with the variable factor the parameter space. In this respect, the forgetting factor is interpreted technique into the class of self-tuned forgetting
Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
- 2016 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Partial Forgetting in Autoregression Models
, the problem is often solved using various forgetting methods like exponential forgetting, linear forgetting etc. However, most of them work on the model parameters probability density function with one common
BC - Teorie a systémy řízení
- 2008 •
- D
Rok uplatnění
D - Stať ve sborníku
Comparison of on-line identification methods used for decentralised control
The paper compares methods of the on-line identification of a controlled system: project algorithm, least square method with exponential forgetting and with adaptive directional forgetting. The paper focuses on the usage of...
BC - Teorie a systémy řízení
- 2001 •
- D
Rok uplatnění
D - Stať ve sborníku
- 1 - 10 out of 3 748