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Conference Paper (international conference)

Parameter Estimation With Partial Forgetting Method

Dedecius Kamil, Nagy Ivan, Kárný Miroslav, Pavelková Lenka

: Proceedings of the 15th IFAC Symposium on Identification and System Parameter Estimation - SYSID 2009, p. 534-539

: 15th IFAC Symposium on Identification and System Parameter Estimation - SYSID 2009, (Saint-Malo, FR, 06.07.2009-08.07.2009)

: CEZ:AV0Z10750506

: 2C06001, GA MŠk, GA102/08/0567, GA ČR

: autoregressive models, model, parameter estimation, prediction, regression

: http://library.utia.cas.cz/separaty/2009/AS/dedecius-parameter estimation with partial forgetting method.pdf

(eng): The paper proposes a new estimating algorithm for linear parameter varying systems with slowly time-varying parameters when the rate of change of individual parameters is different. It introduces a true probability density function, describing ideally the behaviour of parameters. However, as it is unknown, we search for its best approximation. A convex combination of point estimates, defined by individual hypotheses about the true probability density function, is then approximated by a single density. That serves as the best available description of parameters' behaviour and it is therefore suitable e.g. for prediction purposes.

(cze): Článek představuje nový rozhodovací algoritmus pro lineární parametry různých systémů s pomalými časově-variačními parametry, kde je velmi malá pravděpodobnost, že se jednotlivé parametry změní.

: BD

07.01.2019 - 08:39