Bayesian Real-Time System Identification
Yuen, Ka-Veng / Huang, Ke![Bayesian Real-Time System Identification](https://support.digitalhusky.com/media/annotations/sorted/439/43909252/CHSBZCOP0343909252.jpg)
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 cl...