On Duality of Exponential and Linear Forgetting
نویسندگان
چکیده
منابع مشابه
On Duality of Exponential and Linear Forgetting
Regularized (stabilized) versions of exponential and linear forgetting in parameter tracking are shown to be dual to each other. Both are derived by solving essentially the same Bayesian decision-making problem where Kullback-Leibler divergence is used to measure (quasi)distance between posterior probability distributions of estimated parameters. The type of forgetting depends solely on the ord...
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ژورنال
عنوان ژورنال: IFAC Proceedings Volumes
سال: 1996
ISSN: 1474-6670
DOI: 10.1016/s1474-6670(17)58530-4