| Title:
|
One-sided approximation of Bayes rule and its application to regression model with Cauchy noise (English) |
| Author:
|
Kárný, Miroslav |
| Author:
|
Hangos, Katalin M. |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
24 |
| Issue:
|
5 |
| Year:
|
1988 |
| Pages:
|
321-339 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62F15 |
| MSC:
|
62J05 |
| MSC:
|
90C90 |
| MSC:
|
93E10 |
| idZBL:
|
Zbl 0682.62019 |
| idMR:
|
MR970210 |
| . |
| Date available:
|
2009-09-24T18:07:31Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125622 |
| . |
| Reference:
|
[1] G. J. Biermann: Factorization Methods for Discrete Sequential Estimation.Academic Press, New York 1977. MR 0453090 |
| Reference:
|
[2] B. Harris, G. Heinell: The relation between statistical decision theory and approximation theory.In: Optimizing Method in Statistics -- Proceedings of an International Conference (J. S. Rustagi, ed.). Academic Press, New York--San Francisco--London 1979. MR 0541563 |
| Reference:
|
[3] P. J. Huber: Robust Statistics.J. Wiley, New York 1981. Zbl 0536.62025, MR 0606374 |
| Reference:
|
[4] M. Kárný: Algorithms for determining the model structure of a controlled system.Kybernetika 19 (1983), 164-178. |
| Reference:
|
[5] M. Kárný, K. M. Hangos: Approximation of Bayes rule.Preprints of the 7th IFAC/IFORS Symposium on Identification and System parameter Estimation, Vol. 1, pp. 1755-1760, York 1985. |
| Reference:
|
[6] M. Kárný, K. M. Hangos: One-sided approximation of Bayes rule: theoretical background.Preprints of the 10th IFAC World Congress, Vol. 10, pp. 312-317, Munich 1987. |
| Reference:
|
[7] M. Kárný, R. Kulhavý: Structure determination of regression-type models for adaptive prediction and control.In: Bayesian Analysis of Time Series and Dynamic Models (J. C. Spall, ed.). Marcel Dekker, New York 1988. |
| Reference:
|
[8] R. Kulhavý: Restricted exponential forgetting in real-time identification.Automatica 23 (1987), 589-600. MR 0912352 |
| Reference:
|
[9] S. Kullback: Information Theory and Statistics.J. Wiley, New York 1959. Zbl 0088.10406, MR 0103557 |
| Reference:
|
[10] A. Perez: Information, $\epsilon$-sufficiency and data reduction problems.Kybernetika 1 (1965), 297-323. Zbl 0156.40603, MR 0205410 |
| Reference:
|
[11] V. Peterka: Bayesian approach to system identification.In: Trends and Progress in System Identification (P. Eykhoff, ed.), Chap. 8, pp. 239-304. (IFAC Series for Graduates, Research Workers and Practicing Engineers 1.) Pergamon Press, Oxford 1981. MR 0746139 |
| Reference:
|
[12] Y. Yashin: Martingal approach to identification of stochastic systems.Preprints of the 7th IFAC/IFORS Symposium on Identification and System parameter Estimation, Vol. 2, pp. 1755-1760, York 1985. |
| . |
