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Conditional Prior Proposals in Dynamic Models

โœ Scribed by Leonhard Knorr-Held


Book ID
108536048
Publisher
John Wiley and Sons
Year
1999
Tongue
English
Weight
577 KB
Volume
26
Category
Article
ISSN
0303-6898

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Using uncertain prior knowledge to impro
โœ Bruno O.S. Teixeira; Luis A. Aguirre ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 877 KB

This paper addresses the parameter-estimation problem for linear-in-the-parameter nonlinear models for the case in which uncertain prior knowledge is available in the form of noisy steady-state data. An uncertainty-weighted least-squares (UWLS) algorithm is developed which takes into account not onl