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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 direct...
BC - Teorie a systémy řízení
- 2006 •
- D
Rok uplatnění
D - Stať ve sborníku
Design of variable exponential forgetting for estimation of the statistics of the Normal-Wishart distribution
This paper addresses the adaptive estimation problem of time-varying systems in the Bayesian framework. The version of exponential forgetting with the variable factor the parameter space. In this respect, the f...
Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
- 2016 •
- D •
- Link
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D - Stať ve sborníku
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Prediction of Exchange Rates With Autoregressive Model With Exponential Forgetting
estimation with exponential forgetting, known and well established in the mathematical system theory. However, the use of exponential forgetting in econometry stationarity, this estimation method...
AH - Ekonomie
- 2008 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Regularized extended estimation with stabilized exponential forgetting
hypotheses in terms of the geometric mean. As a result, exponential forgetting with the adaptively tuned factor is inserted into the estimation process. The regularizationThis technical note concerns the proble...
Automation and control systems
- 2017 •
- Jimp •
- Link
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Jimp - Článek v periodiku v databázi Web of Science
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A Brief Comparison of Selected Forgetting Methods
This paper brings a comparison of three selected techniques for estimation of slowly varying parameters of input-output models. One of them is the exponential forgetting method, which is the most popular and simplest method...
BC - Teorie a systémy řízení
- 2009 •
- D
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D - Stať ve sborníku
Design of variable exponential forgetting for estimation of the statistics of the Normal distribution
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 parameter changes are equally admitted. In order to pr...
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
Implementation of the Least-Squares Lattice with Order and Forgetting Factor Estimation for FPGA
applications. The RLS lattice core extended by the order and forgetting factor estimationA high performance RLS lattice filter with the esti- mation of an unknown order and forgetting factor of identified...
IN - Informatika
- 2008 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Regularized estimation with variable exponential forgetting
The real-time estimation of normal regression-type models with unknown time tracking technique combining the variable regularization approach with the forgetting to smooth the parameter estimate, preventing it from changing...
Automation and control systems
- 2020 •
- D •
- Link
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D - Stať ve sborníku
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Bayesian Estimation of Forgetting Factor in Adaptive Filtering and Change Detection
exponential forgetting, and outline the details for a linear Gaussian model with unknown parameter and covariance. We extend the problem to an unknown forgetting factor, where we provide a particular prior that al...
BD - Teorie informace
- 2012 •
- D •
- Link
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D - Stať ve sborníku
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Variable exponential forgetting for estimation of the statistics of the normal-Wishart distribution with a constant precision
the forgetting factor in response to empirically confirmed performance.The problem of estimating normal regression-type models with possibly time-varying regression parameters and constant noise precision is considered and...
Automation and control systems
- 2019 •
- D •
- Link
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D - Stať ve sborníku
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