The Variational EM algorithm for on-line identification of extended AR models

被引：0
|
作者：
Smídl, V [1 ]
Quinn, A [1 ]
机构：
[1] Acad Sci Czech Republic, UTIA, Prague, Czech Republic
来源：
2005 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, VOLS 1-5: SPEECH PROCESSING | 2005年
关键词：
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
The AutoRegressive (AR) model is extended to cope with a wide class of possible transformations and degradations. The Variational Bayes (VB) procedure is used to restore conjugacy. The resulting Bayesian recursive identification procedure has many of the desirable computational properties of the classical RLS procedure. During each time-step, an iterative Variational EM (VEM) procedure is required to obtain the necessary moments. The procedure is used to reconstruct an outlier-corrupted AR process and a noisy speech segment. The VB scheme appears to offer improved performance over the related Quasi-Bayes (QB) scheme in the case of time-variant component weights.
引用
收藏
页码：117 / 120
页数：4
相关论文
共 50 条
  • [21] A new algorithm of fuzzy on-line identification for nonlinear systems
    Liu, FC
    Pei, R
    Guan, XP
    PROCEEDINGS OF THE 4TH WORLD CONGRESS ON INTELLIGENT CONTROL AND AUTOMATION, VOLS 1-4, 2002, : 103 - 106
  • [22] An on-line learning algorithm of parallel mode for MLPN models
    Yu, D. L.
    Chang, T. K.
    Yu, D. W.
    ADVANCES IN NEURAL NETWORKS - ISNN 2007, PT 2, PROCEEDINGS, 2007, 4492 : 432 - +
  • [23] Variational Bayesian EM Algorithm for Quantile Regression in Linear Mixed Effects Models
    Wang, Weixian
    Tian, Maozai
    MATHEMATICS, 2024, 12 (21)
  • [24] A variational EM algorithm for large databases
    Huang, H
    Bi, LP
    Song, HT
    Lu, YC
    Proceedings of 2005 International Conference on Machine Learning and Cybernetics, Vols 1-9, 2005, : 3048 - 3052
  • [25] On-line System Identification of Power System Linear Models
    Moreno-Corbea, J. A.
    Paternina, M. R. A.
    Rodales, D.
    Reyes, R.
    Zelaya, F.
    Zamora, A.
    Toledo, C.
    Castrillon, C.
    Sanchez, A.
    2023 IEEE POWER & ENERGY SOCIETY GENERAL MEETING, PESGM, 2023,
  • [26] On-line identification of computationally undemanding evolving fuzzy models
    de Barros, Jean-Camille
    Dexter, Arthur L.
    FUZZY SETS AND SYSTEMS, 2007, 158 (18) : 1997 - 2012
  • [27] On-line Identification Algorithm and Convergence Analysis for Sandwich Systems with Backlash
    Dong, Ruili
    Tan, Yonghong
    INTERNATIONAL JOURNAL OF CONTROL AUTOMATION AND SYSTEMS, 2011, 9 (03) : 588 - 594
  • [28] An on-line hybrid learning algorithm for multilayer perceptron in identification problems
    Sha, DH
    Bajic, VB
    COMPUTERS & ELECTRICAL ENGINEERING, 2002, 28 (06) : 587 - 598
  • [29] On-Line Parameter Identification of Induction Motor Based On RLS Algorithm
    Zhang Hu
    Gong Shu-juan
    Dong Zi-zhao
    2013 INTERNATIONAL CONFERENCE ON ELECTRICAL MACHINES AND SYSTEMS (ICEMS), 2013, : 2132 - 2137
  • [30] On-line mass-property identification algorithm research for satellite
    Wang Shuting
    Cao Xibin
    2006 CHINESE CONTROL CONFERENCE, VOLS 1-5, 2006, : 1733 - +
12345