Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1704044 | Applied Mathematical Modelling | 2013 | 15 Pages |
Abstract
The paper proposes a recursive algorithm for estimation of mixtures with state-space components and a dynamic model of switching. Bayesian methodology is adopted. The main features of the presented approach are: (i) recursiveness that enables a real-time performance of the algorithm; (ii) one-pass elaboration of the data sample; (iii) dynamic nature of the model of switching active components; (iv) orientation at explicit solutions with exploitation of numerical procedures only in those parts which cannot be computed analytically; (v) systematic approach to the Bayesian mixture estimation theory.
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Ivan Nagy, Evgenia Suzdaleva,