Cart (Loading....) | Create Account
Close category search window

A modified extended Bayesian method for parameter estimation

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

The purchase and pricing options are temporarily unavailable. Please try again later.
5 Author(s)
Zhou, Masheng ; Department of Engineering Mechanics, Tsinghua University, Beijing 100084, China ; Li, Yiqian ; Xiang, Zhihai ; Swoboda, G.
more authors

This paper presents a modified extended Bayesian method for parameter estimation. In this method the mean value of the a priori estimation is taken from the values of the estimated parameters in the previous iteration step. In this way, the parameter covariance matrix can be automatically updated during the estimation procedure, thereby avoiding the selection of an empirical parameter. Because the extended Bayesian method can be regarded as a Tikhonov regularization, this new method is more stable than both the least-squares method and the maximum likelihood method. The validity of the proposed method is illustrated by two examples: one based on simulated data and one based on real engineering data.

Published in:

Tsinghua Science and Technology  (Volume:12 ,  Issue: 5 )

Date of Publication:

Oct. 2007

Need Help?

IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.