On duality of regularized exponential and linear forgetting

Automatica

Volumn 32, Issue 10, 1996, Pages 1403-1415

  Kulhavy R ^a   Kraus, F J ^b  

^a INSTITUTE OF INFORMATION THEORY AND AUTOMATION   (Czech Republic)

^b ETH ZURICH   (Switzerland)

Author keywords

Adaptation; Algorithms; Forgetting; Non stationary systems; Parameter estimation; Statistical inference

Indexed keywords

ADAPTIVE ALGORITHMS; DECISION THEORY; HEURISTIC METHODS; LINEAR CONTROL SYSTEMS; MATHEMATICAL MODELS; PROBABILITY; PROBLEM SOLVING; ROBUSTNESS (CONTROL SYSTEMS);

BAYESIAN DECISION PROBLEM; KULLBACK-LEIBLER DIVERGENCE; REGULARIZED EXPONENTIAL FORGETTING; REGULARIZED LINEAR FORGETTING; STABILIZED FORGETTING STRATEGIES;

PARAMETER ESTIMATION;

EID: 0030263374     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/0005-1098(96)00092-1     Document Type: Article

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