OPTIMAL ADAPTIVE ESTIMATION: STRUCTURE AND PARAMETER ADAPTATION. PART I. LINEAR MODELS.

Abstract

A Bayesian approach to optimal adatpive estimation with continuous as well as discrete data is presented. Both structure and parameter adaptation are considered and specific recursive adaptation algorithms are derived for gaussian process models and linear dynamics. Specifically, for the class of adaptive estimation problems with linear dynamic models and gaussian excitations, a form of the 'partition' theorem is given that is applicable both for structure and parameter adaptation. The 'partition' or 'decomposition' theorem effects the partition of the essentially nonlinear estimation problem into two parts, a linear non-adaptive part consisting of ordinary Kalman estimators and a nonlinear part that incorporates the adaptive or learning nature of the adaptive estimator. In addition, simple performance measures are introduced for the on-line performance evaluation of the adaptive estimator. The on-line performance measure utilize quantities available from the adaptive estimator and hence a minimum of additional computational effort is required for evaluation. Adaptive estimators are given for filtering, prediction, as well as smoothing. (Author)

Document Details

Document Type
Technical Report
Publication Date
Sep 05, 1969
Accession Number
AD0699219

Entities

People

  • D. G. Lainiotis

Organizations

  • University of Texas at Austin

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Bayesian Networks
  • Decomposition
  • Dynamics
  • Estimators
  • Excitation
  • Filtration
  • Gaussian Processes
  • Learning
  • Mathematics
  • Models
  • Statistical Algorithms
  • Test And Evaluation

Fields of Study

  • Engineering

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.

Technology Areas

  • AI & ML
  • AI & ML - Bayesian Inference
  • AI & ML - Machine Learning Algorithms