Affiliation:
1. Systems Research Institute, Polish Academy of Sciences, ul. Newelska 6, PL-01-447 Warsaw, Poland
Abstract
This paper deals with the task of parameter identification using the Bayes estimation method, which makes it possible to take into account the differing consequences of positive and negative estimation errors. The calculation procedures are based on the kernel estimators technique. The final result constitutes a complete algorithm usable for obtaining the value of the Bayes estimator on the basis of an experimentally obtained random sample. An elaborated method is provided for numerical computations.
Subject
Computer Science Applications,Mechanical Engineering,Instrumentation,Information Systems,Control and Systems Engineering
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