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.