PROBABILISTIC MIXTURES OF AUTOREGRESSIVE MODELS

Tuesday, 4. September 2007 - 14:00
room: 474, UTIA AS CR

This talk is an overview of recent work on estimation and control with probabilistic mixtures. The use in adaptive control motivates our pursue for recursive estimation algorithms. Several variants of estimation algorithms including recursive EM are presented.

A challenging problem of estimation of mixtures with data-dependent weighting coefficients is discussed.

Ing. Vaclav Smidl

Dept. of Adaptive systems

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