학술논문
A note on feeding uncertain knowledge into recursive least squares
Document Type
Conference
Author
Source
[1991] Proceedings of the 30th IEEE Conference on Decision and Control Decision and Control, 1991., Proceedings of the 30th IEEE Conference on. :975-976 vol.1 1991
Subject
Language
Abstract
The author presents a method to incorporate available uncertain prior knowledge into recursive least squares (RLSs) initial conditions. The simple procedure makes it possible to incorporate vague prior information about a linear combination of regression coefficients. It translates such knowledge as a guess of static gain both into a point estimate and prior covariance. The information about an imprecisely known linear relation of unknown parameters is the key result.ETX