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Conference Paper (international conference)

On-line nonlinear estimation

Kulhavý Rudolf

: Preprint of the 3rd European IEEE Workshop on Computer-Intensive Methods in Control and Data Processing, p. 11-18

: ÚTIA AV ČR, (Praha 1998)

: CMP '98 /3./, (Praha, CZ, 25.07.1998-29.07.1998)

: AV0Z1075907

(eng): The Bayesian identification of complex models is known to require extensive computer resources. Practical implementation requires approximation of the theoretically optimal solution. The paper discusses three major approaches to approximate Bayesian estimation-local weighting of data, reduction of model family to representative points and minimum relative entropy restoration of the information divergence of the empirical and model distributions of data.

: 09I

: BC

07.01.2019 - 08:39