%0 Journal Article
%T Bayesian approach for robust parameter tracking
%A Anton Abdulbasah Kamil
%J Electronic Journal of Applied Statistical Analysis
%D 2008
%I Universit¨¤ del Salento
%R 10.1285/i20705948v1n1p24
%X In this paper we study the problem of tracking of time-varying parameters of a dynamical system. The problems also facing at the finite number of expected parameter changes and finite number of possible measurement model. We consider a stochastic model of parameter development with some form of obsolete information forgetting. It will be shown that it is possible to track rapidly time-varying plant parameters using extension of Bayesian viewpoint (continuous and discrete parameters) with requiring the prior information that can improve tracking for abrupt changes.
%K time-varying parameters
%K dynamical system
%K Bayes theorem
%K ARX model
%K tree pruning
%U http://siba-ese.unile.it/index.php/ejasa/article/view/750