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RECURSIVE PARAMETER ESTIMATION ALGORITHMS
of given plant dynamics and unknown parameters are estimated by recursive least square method. Unknown disturbances and non-modeled dynamics can cause that the recursive least squares method leads to inadequate estimat...
BC - Teorie a systémy řízení
- 2005 •
- D
Rok uplatnění
D - Stať ve sborníku
RECURSIVE IDENTIFICATION METHODS FOR SELF-TUNING CONTROLLER
Recursive parameter estimation algorithms play an important role in tracking parameters are estimated by recursive least square method. Unknown disturbances and non-modeled dynamics can cause that the recursive...
BC - Teorie a systémy řízení
- 2005 •
- D
Rok uplatnění
D - Stať ve sborníku
Recursive Estimation of Volatility for High Frequency Financial Data
The paper deals with recursive estimation of financial time series with conditional volatility. It surveys the recursive methodology suggested in Hendrych in financial practice. Such a recursive approach seems to b...
Statistics and probability
- 2021 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Recursive Estimation Algorithms in Matlab & Simulink Development Environment
The article deals with recursive estimation algorithms realized in Matlab SIMULINK library. Proposed library can be used for recursive parameter estimation of linear dynamic models ARX, ARMAX and OE. The library im...
BC - Teorie a systémy řízení
- 2014 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
Projection based algorithms for estimation of complex models
The Bayesian methodology is a consistent tool for dealing with recursive parameter estimation. The general solution of the estimation problem is available, however, it is analytically tractable only for a limited class of m...
BB - Aplikovaná statistika, operační výzkum
- 2004 •
- D
Rok uplatnění
D - Stať ve sborníku
Recursive least squares identification of heat exchanger system using block-structured models
This study provides a recursive parametric identification scheme for a liquid-saturated steam heat exchanger system. The recursive identification scheme uses block-structured Wiener and Hammerstein models as model structure and ...
Automation and control systems
- 2022 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Recursive estimation of EWMA model
two recursive estimation algorithms that are appropriate for the EWMA model. Both are derived by employing the general recursive prediction error scheme. Moreover the prediction ability of the proposed recursive <...
Statistics and probability
- 2019 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Approximate Bayesian recursive estimation
the estimated parameter. In the recursive treatment of the data stream, the latest, hypothesis testing, clustering, etc.). Primarily, it relies on a recursive parameter neglected in the estimator design and, at mo...
BB - Aplikovaná statistika, operační výzkum
- 2014 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
Self-weighted recursive estimation of GARCH models
are: (i)to review the previously introduced recursive estimation algorithms and to derive self-weighted alternatives applying general recursive identification are frequently used to investigate and model financial returns....
Statistics and probability
- 2018 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
RECURSIVE IDENTIFICATION ALGORITHMS LIBRARY
This paper describe simple SIMULINK library for recursive parameter estimation recursive identification methods were implemented in this library: Least Square Method (RLS), Instrumental Variable Method (RIV) which are used ...
BC - Teorie a systémy řízení
- 2006 •
- D
Rok uplatnění
D - Stať ve sborníku
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