Original title:
On-line nonlinear estimation
Authors:
Kulhavý, Rudolf Document type: Papers Conference/Event: CMP '98 /3./, Praha (CZ), 1998-07-25 / 1998-07-29
Year:
1998
Language:
eng Abstract:
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. Project no.: AV0Z1075907 (CEP) Host item entry: Preprint of the 3rd European IEEE Workshop on Computer-Intensive Methods in Control and Data Processing
Institution: Institute of Information Theory and Automation AS ČR
(web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences. Original record: http://hdl.handle.net/11104/0130389