228
Views
104
CrossRef citations to date
0
Altmetric
Original Articles

On a general concept of forgetting

&
Pages 905-924 | Received 06 Apr 1992, Published online: 15 Mar 2007

REFERENCES

  • AMARI , S. , 1990 , Differential-Geometrical Methods in Statistics, second edition ( New York : Springer-Verlag ).
  • BITTANTI , S. , BOLZERN , P. , and CAMPI , M. , 1990 , Convergence and exponential convergence of identification algorithms with directional forgetting factor . Automatica , 26 , 929 – 932 .
  • CHENTSOV , N. N. , 1982 , Statistical Decision Rules and Optimal Inference ( Providence , RI : American Mathematical Society ).
  • CSISZÁR , I. , 1967 , Information-type measures of difference of probability distributions and indirect observations . Studia Scientific Mathetica Hungary , 1 , 299 – 318 .
  • DEGROOT , M. H. , 1970 , Optimal Statistical Decisions ( New York : McGraw-Hill ).
  • ECC , 1991 , Session on adaptive contol of a benchmark problem . Proceedings of the 1st European Control Conference , Grenoble , France . Vol. 3 , pp. 2340 – 2375 .
  • HÄGGLUND , T. , 1983 , The problem of forgetting old data in recursive estimation . Proceedings of the IFAC Workshop on Adaptive Systems in Control and Signal Processing , San Francisco , California .
  • JAYNES , E. T. , 1979 , Where do we stand on maximum entropy? The Maximum Entropy Formalism , edited by R. O. , Levine , and M. , Tribus ( Cambridge , Mass : MIT Press ), pp. 15 – 118 .
  • JAZWINSKI , A. H. , 1970 , Stochastic Processes and Filtering Theory ( New York : Academic Press ).
  • KÁRNÝ , M. , 1984 , Quantification of prior knowledge about global characteristics of linear model . Kybernetika , 20 , 376 – 385 ; 1993, Soft prior information for recursive least squares. International Journal of Adaptive Control and Signal Processing, to be published .
  • KULHAVÝ , R. , 1986 , Directional tracking of regression-type model parameters . Preprints 9th IFAC Workshop on Adaptive Systems in Control and Signal Processing , Lund , Sweden , pp. 97 – 102 ; 1987, Restricted exponential forgetting in real-time identification. Automatica, 23, 589–600 .
  • KULHAVÝ , R. , and KARNY , M. , 1984 , Tracking of siowly varying parameters by directional forgetting . Preprints 9th IFAC Congress , Budapest , Hungary , Vol. X , pp. 178 – 183 .
  • KULLBACK , S. , 1959 , Information Theory and Statistics ( New York : Wiley ).
  • LJUNG , L. , and GUNNARSSON , S. , 1990 , Adaptation and tracking in system identification-a survey . Automatica , 26 , 7 – 21 .
  • LJUNG , L. , and SÖDERSTROM , T. , 1983 , Theory and Practice of Recursive Identification ( Cambridge , Mass : MIT Press ).
  • PARKUM , J. E. , POULSEN , N. K. , and HOLST , J. , 1992 , Recursive forgetting algorithms . International Journal of Control , 55 , 109 – 128 .
  • PEREZ , A. , 1984 , “Barycenter” of a set of probability measures and its application in statistical decision . Proceedings of the 6th Symposium on Computational Statistics , Prague , Czech Republic , pp. 154 – 159 .
  • PETERKA , V. , 1981 , Bayesian approach to system identification . Trends and Progress in System Identification , edited by P. Eykhoff ( Oxford : Pergamon Press ), Chap. 8 , pp. 239 – 304 .
  • ROCKAFELLAR , R. T. , 1970 , Convex Analysis ( Princeton , NJ : Princeton University Press ).
  • ‡ SERC Visiting Fellow on leave from the Institute of Information Theory and Automation, Czech Academy of Sciences, P.O. Box 18, 182 08 Prague 8, Czech Republic.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.