Projection-based Bayesian recursive estimation of ARX model with uniform innovations
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Publication:998678
DOI10.1016/j.sysconle.2007.03.005zbMath1156.62348OpenAlexW2076974577MaRDI QIDQ998678
Lenka Kuklišová Pavelková, Miroslav Kárný
Publication date: 9 February 2009
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2007.03.005
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Bayesian inference (62F15) Estimation and detection in stochastic control theory (93E10)
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