Recursive parameter estimation of regression model when the interval of possible values is given

Miroslav Kárný

Kybernetika (1982)

  • Volume: 18, Issue: 1, page 37-49
  • ISSN: 0023-5954

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Kárný, Miroslav. "Recursive parameter estimation of regression model when the interval of possible values is given." Kybernetika 18.1 (1982): 37-49. <http://eudml.org/doc/28744>.

@article{Kárný1982,
author = {Kárný, Miroslav},
journal = {Kybernetika},
keywords = {a posteriori maximum likelihood estimation; Fletcher-Jackson algorithm; Bayesian identification; recursive least squares},
language = {eng},
number = {1},
pages = {37-49},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Recursive parameter estimation of regression model when the interval of possible values is given},
url = {http://eudml.org/doc/28744},
volume = {18},
year = {1982},
}

TY - JOUR
AU - Kárný, Miroslav
TI - Recursive parameter estimation of regression model when the interval of possible values is given
JO - Kybernetika
PY - 1982
PB - Institute of Information Theory and Automation AS CR
VL - 18
IS - 1
SP - 37
EP - 49
LA - eng
KW - a posteriori maximum likelihood estimation; Fletcher-Jackson algorithm; Bayesian identification; recursive least squares
UR - http://eudml.org/doc/28744
ER -

References

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  1. R. Fletcher M. P. Jackson, Minimization of a quadratic function of many variables subject only to lower and upper bounds, J. Inst. Math. Appl. 14 (1976), 159-174. (1976) MR0384156
  2. V. Peterka, Bayesian approach to system identification, In: Trends and Progress in System Identification (P. Eykhoff, ed.), IFAC Series for Graduates, Research Workers and Practicing Engineers 1 (1981). (1981) MR0746139
  3. V. Peterka, Experience accumulation for decision making in multivariate time series, Problems Control Inform. Theory 7 (1978), 143-159. (1978) Zbl0396.93045MR0514110
  4. M. H. De Groot, Optimal Statistical Decisions, McGraw-Hill, New York 1970. (1970) MR0356303
  5. M. Kárný, Probabilistic Identification and Self-Reproducing Forms of Distribution Functions, (in Czech). Ph. D. Dissertation, Institute of Information Theory and Automation of the Czechoslovak Academy of Sciences, Prague 1976. (1976) 
  6. L. Ljung, Analysis of vector stochastic algorithms, IEEE Trans. Autom. Control AC-22 (1977), 551-579. (1977) MR0465458
  7. G. K. Keľmans A. S. Poznyak A. V. Chernitser, Adaptive locally optimal control, Internat. J. Systems Sci. 12 (1981), 235-254. (1981) MR0607774
  8. M. Kárný J. Böhm A. Halousková, Identification and Control of Cold Rolling System, (in Czech). Internal Report o.p. Škoda Válcovny 1980. (1980) 
  9. M. Kárný, Automated structure determination of regression model, (to appear). 

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