Piotr Kulczycki An Algorithm for Bayes Parameter Identification Journal of Dynamic Systems, Measurement and Control, (Special Issue on the Identification of Mechanical Systems), Vol. 123, no. 4, pp. 611-614, 2001
Abstract:
This paper deals with the task of parameter identification (point estimation) using the Bayes approach, which makes it possible to take into account the differing consequences of positive 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.