When has estimation reached a steady state? The Bayesian sequential test

International Journal of Adaptive Control and Signal Processing

Volumn 19, Issue 1, 2005, Pages 41-57

  Kárný, Miroslav ^a   Kracík, Jan ^a   Nagy, Ivan ^a   Nedoma, Petr ^a  

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

Author keywords

ARX model; Bayesian estimation; Non parametric estimation; Sequential stopping

Indexed keywords

ADAPTIVE CONTROL SYSTEMS; COMPUTER SIMULATION; DATA PROCESSING; INTEGRAL EQUATIONS; NUMERICAL METHODS; PARAMETER ESTIMATION; SIGNAL PROCESSING;

BAYESIAN ESTIMATION; NON-PARAMETRIC ESTIMATIONS; SEQUENTIAL STOPPING;

TIME SERIES ANALYSIS;

EID: 13844266474     PISSN: 08906327     EISSN: None     Source Type: Journal    
DOI: 10.1002/acs.831     Document Type: Article

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