Bayesian Real-Time System Identification (eBook, PDF)

Bayesian Real-Time System Identification (eBook, PDF)

From Centralized to Distributed Approach

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This book introduces some recent developments in Bayesian real-time system identification. It contains two different perspectives on data processing for system identification, namely centralized and distributed. A centralized Bayesian identification framework is presented to address challenging problems of real-time parameter estimation, which covers outlier detection, system, and noise parameters tracking. Besides, real-time Bayesian model class selection is introduced to tackle model misspecification problem. On the other hand, a distributed Bayesian identification framework is presented to ...

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