Recursive Bayesian estimation of autoregressive model with uniform noise using approximation by parallelotopes - Pavelková, Lenka; Jirsa, Ladislav (International journal of adaptive control and signal processing, 2017)
Keywords: approximate parameter estimation; Approximation; ARX model; Autoregressive models; Autoregressive processes; Bayesian analysis; Bayesian estimation; bounded noise; Computer simulation; Kullback‐Leibler divergence; parallelotope; Parameter estimation; Recursive algorithms