Bayesian approach for robust parameter tracking

KAMIL A. A.

Electronic Journal of Applied Statistical Analysis, cilt.1, sa.1, ss.24-32, 2008 (Scopus) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 1 Sayı: 1
  • Basım Tarihi: 2008
  • Doi Numarası: 10.1285/i20705948v1n1p24
  • Dergi Adı: Electronic Journal of Applied Statistical Analysis
  • Derginin Tarandığı İndeksler: Scopus
  • Sayfa Sayıları: ss.24-32
  • Anahtar Kelimeler: ARX model, Bayes theorem, Dynamical system, Time-varying parameters, Tree pruning
  • İstanbul Gelişim Üniversitesi Adresli: Hayır

Özet

In this paper we study the problem of tracking of time-varying parameters of a dynamical system. The problems also facing at the finite number of expected parameter changes and finite number of possible measurement model. We consider a stochastic model of parameter development with some form of obsolete information forgetting. It will be shown that it is possible to track rapidly time-varying plant parameters using extension of Bayesian viewpoint (continuous and discrete parameters) with requiring the prior information that can improve tracking for abrupt changes. © 2008 University of Salento - SIBA.