| Title:
|
Recursive Bayesian estimation under memory limitation (English) |
| Author:
|
Kulhavý, Rudolf |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
26 |
| Issue:
|
1 |
| Year:
|
1990 |
| Pages:
|
1-16 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62B10 |
| MSC:
|
62E17 |
| MSC:
|
62F15 |
| MSC:
|
93E10 |
| MSC:
|
93E25 |
| idZBL:
|
Zbl 0721.62031 |
| idMR:
|
MR1042229 |
| . |
| Date available:
|
2009-09-24T18:16:55Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124217 |
| . |
| Reference:
|
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| Reference:
|
[2] A. H. Jazwinski: Stochastic Processes and Filtering Theory.Academic Press, New York 1970. Zbl 0203.50101 |
| Reference:
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[3] H. W. Sorenson, A. R. Stubberud: Non-linear filtering by approximation of the a poste- riori density.Internat. J. Control 8 (1968), 33-51. |
| Reference:
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[4] K. Srinivasan: State estimation by orthogonal expansion of probability distributions.IEEE Trans. Automat. Control AC-15 (1970), 3-10. |
| Reference:
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[5] R. S. Bucy, K. D. Senne: Digital synthesis of non-linear filters.Automatica 7 (1971), 287-298. Zbl 0269.93070 |
| Reference:
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[6] H. W. Sorenson, D. L. Alspach: Recursive Bayesian estimation using Gaussian sums.Automatica 7 (1971), 465-479. Zbl 0219.93020, MR 0321581 |
| Reference:
|
[7] D. L. Alspach: Gaussian sum approximations in nonlinear filtering and control.In: Esti- mation Theory (D. G. Lainiotis, ed.), American Elsevier, New York 1974. Zbl 0291.93053, MR 0368877 |
| Reference:
|
[8] J. L. Center: Practical nonlinear filtering of discrete observations by generalized least- squares approximation of the conditional probability distribution.In: Proc. of 2nd Symp. on Nonlinear Estimation, San Diego 1971. |
| Reference:
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[9] R. J. P. de Figueiredo, J. G. Jan: Spline filters.In: Proc. of 2nd Symp. on Nonlinear Estimation, San Diego 1971. |
| Reference:
|
[10] D. G. Lainiotis, J. G. Deshpande: Parameter estimation using splines.In: Estimation Theory (D. G. Lainiotis, ed.), American Elsevier, New York 1974. Zbl 0309.62072, MR 0366480 |
| Reference:
|
[11] H. W. Sorenson: On the development of practical nonlinear filters.In: Estimation Theory (D. G. Lainiotis, ed.), American Elsevier, New York 1974. Zbl 0291.93052, MR 0363605 |
| Reference:
|
[12] A. H. Wang, R. L. Klein: Implementation of nonlinear estimators using monospline.In: Proc. of 13th IEEE Conf. on Decision and Control, 1976. |
| Reference:
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[13] D. V. Lindley: Approximate Bayesian methods.In: Bayesian Statistics (J. M. Bernardo. M. H. DeGroot, D. V, Lindley and A. F. M. Smith, eds.), University Press, Valencia 1980. Zbl 0458.62002, MR 0638879 |
| Reference:
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[14] O. L. R. Jacobs: Recursive estimation for non-linear Wiener systems by on-line implementation of Bayes' rule.Trans. Inst. M. C. 7 (1985), 245-250. |
| Reference:
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[15] M. Karny, K. M. Hangos: Approximation of the Bayes rule.In: Proc. of 7th IFAC/ IFORS Symp. on Identification and System Parameter Estimation, York 1985. |
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[16] A. R. Stubberud, G. H. Xia: A fixed complexity nonlinear estimation technique.In: Proc. of 25th Conf. on Decision and Control, Athens 1986. |
| Reference:
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[17] M. Karny, K. M. Hangos: One-sided approximation of Bayes rule: theoretical background.In: Proc. of 10th IFAC Congress, Munich 19S7. |
| Reference:
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[18] S. C. Kramer, H. W. Sorenson: Bayesian parameter estimation.In: Proc. of 1987 Amer. Control. Conf., Minneapolis 1987. |
| Reference:
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[19] J. M. Bernardo: Approximations in statistics from a decision theoretical viewpoint.In: Probability and Bayesian Statistics (R. Viertl, ed.), Plenum Press, New York 1987. MR 0925441 |
| Reference:
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[20] B. de Finetti: Theory of Probability: A Critical Introductory Treatment.Wiley, New York 1970 (Vol. 1), Chichester 1972 (Vol. 2). |
| Reference:
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[21] I. J. Good: The Estimation of Probabilities: An Essay on Modern Bayesian Methods.MIT Press, Cambridge 1965. Zbl 0168.39603, MR 0185724 |
| Reference:
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[22] I. J. Good: Some history of the hierarchical Bayesian methodology.In: Bayesian Statistics (J. M. Bernardo, M. H. DeGroot, D. V. Lindley and A. F. M. Smith, eds.), University Press, Valencia 1980. Zbl 0467.62002, MR 0638884 |
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[23] N. N. Chentsov: Statistical Decision Rules and Optimal Inference (in Russian).Nauka, Moscow 1972, English translation: Translation of Mathematcal Monographs, 53, AMS, Rhode Island 1982. MR 0343398 |
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[24] R. Larsen: Functional Analysis: An Introduction.Dekker, Ner York 1973. Zbl 0261.46001, MR 0461069 |
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| . |
