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- W2594093657 abstract "Summary This paper proposes a recursive algorithm for the estimation of a stochastic autoregressive model with an external input. The noise of the involved model is described by a uniform distribution. The model parameters are estimated using the Bayesian approach. Without an approximation, the support of the posterior distribution is a complex multidimensional polytope whose number of faces increases with time. We propose an approximation of this polytope in each time step by a parallelotope with a constant number of faces. The behaviour of the proposed algorithm is illustrated by simulations and compared with other methods." @default.
- W2594093657 created "2017-03-16" @default.
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- W2594093657 date "2017-03-02" @default.
- W2594093657 modified "2023-10-16" @default.
- W2594093657 title "Recursive Bayesian estimation of autoregressive model with uniform noise using approximation by parallelotopes" @default.
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- W2594093657 doi "https://doi.org/10.1002/acs.2756" @default.
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