Ústav teorie informace a automatizace

Jste zde

Bibliografie

Journal Article

Mixture estimation with state-space components and Markov model of switching

Nagy Ivan, Suzdaleva Evgenia

: Applied Mathematical Modelling vol.37, 24 (2013), p. 9970-9984

: TA01030123, GA TA ČR

: probabilistic dynamic mixtures,, probability density function, state-space models, recursive mixture estimation, Bayesian dynamic decision making under uncertainty, Kerridge inaccuracy

: 10.1016/j.apm.2013.05.038

: http://library.utia.cas.cz/separaty/2013/AS/nagy-mixture estimation with state-space components and markov model of switching.pdf

(eng): The paper proposes a recursive algorithm for estimation of mixtures with state-space components and a dynamic model of switching. Bayesian methodology is adopted. The main features of the presented approach are: (i) recursiveness that enables a real-time performance of the algorithm; (ii) one-pass elaboration of the data sample; (iii) dynamic nature of the model of switching active components; (iv) orientation at explicit solutions with exploitation of numerical procedures only in those parts which cannot be computed analytically; (v) systematic approach to the Bayesian mixture estimation theory.

: BC

07.01.2019 - 08:39