Quantification of prior knowledge about global characteristics of linear normal model
Kybernetika, Tome 20 (1984) no. 5, pp. 376-385 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

Classification : 62A01, 62M10, 93C05, 93C40, 93E12
@article{KYB_1984_20_5_a2,
     author = {K\'arn\'y, Miroslav},
     title = {Quantification of prior knowledge about global characteristics of linear normal model},
     journal = {Kybernetika},
     pages = {376--385},
     year = {1984},
     volume = {20},
     number = {5},
     mrnumber = {776327},
     zbl = {0556.93070},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1984_20_5_a2/}
}
TY  - JOUR
AU  - Kárný, Miroslav
TI  - Quantification of prior knowledge about global characteristics of linear normal model
JO  - Kybernetika
PY  - 1984
SP  - 376
EP  - 385
VL  - 20
IS  - 5
UR  - http://geodesic.mathdoc.fr/item/KYB_1984_20_5_a2/
LA  - en
ID  - KYB_1984_20_5_a2
ER  - 
%0 Journal Article
%A Kárný, Miroslav
%T Quantification of prior knowledge about global characteristics of linear normal model
%J Kybernetika
%D 1984
%P 376-385
%V 20
%N 5
%U http://geodesic.mathdoc.fr/item/KYB_1984_20_5_a2/
%G en
%F KYB_1984_20_5_a2
Kárný, Miroslav. Quantification of prior knowledge about global characteristics of linear normal model. Kybernetika, Tome 20 (1984) no. 5, pp. 376-385. http://geodesic.mathdoc.fr/item/KYB_1984_20_5_a2/

[1] J. Böhm A. Halousková M. Kárný, V. Peterka: Simple LQ selftuners. Preprints 9th IFAC World Congress, Budapest 1984.

[2] G. J. Biermann: Factorization Methods for Discrete Sequential Estimation. Academic Press, New York 1977. | MR

[3] M. H. De Groot: Optimal Statistical Decision. McGraw-Hill, New York, 1970. | MR

[4] B. Hanuš: Ein einfaches Programm zur Ermittlung von Übergangscharakteristiken. In: "XVIII. Interactionales Ilmenau", Ilmenau 15.-19. 10. 1973. Ilmenau, TH 1973, No. 3, 25-27.

[5] M. Kárný: Bayesian estimation of model order. Problems Control Inform. Theory 9 (1980), 1, 33-46. | MR

[6] M. Kárný: Algorithms for determining the model structure of a controlled system. Kybernetika 19 (1983), 2, 164-178.

[7] R. Kulhavý, M. Kárný: Tracking of slowly varying parameters by directional forgetting. Preprints 9th IFAC World Congress, Budapest 1984.

[8] V. Peterka: Subjective probability approach to real-time identification. Preprints 4th IFAC Symposium on Identification and System Parameter Estimation, Tbilisi, USSR, 3 (1976), vol. 3, 83-96.

[9] V. Peterka: Experience accumulation for decision making in multivariate time series. Problems Control Inform. Theory 7 (1978), 3, 143-159. | MR | Zbl

[10] 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). | MR