Bayesian Inference of Total Least-Squares With Known Precision

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dc.contributor"European Union (EU)" & "Horizon 2020"
dc.contributor.authorFriml, Dominikcs
dc.contributor.authorVáclavek, Pavelcs
dc.date.accessioned2023-02-24T11:52:30Z
dc.date.available2023-02-24T11:52:30Z
dc.date.issued2022-09-06cs
dc.description.abstractThis paper provides a Bayesian analysis of the total least-squares problem with independent Gaussian noise of known variance. It introduces a derivation of the likelihood density function, conjugate prior probability-density function, and the posterior probability-density function. All in the shape of the Bingham distribution, introducing an unrecognized connection between orthogonal least-squares methods and directional analysis. The resulting Bayesian inference expands on available methods with statistical results. A recursive statistical identification algorithm of errors-in-variables models is laid- out. An application of the introduced inference is presented using a simulation example, emulating part of the identification process of linear permanent magnet synchronous motor drive parameters. The paper represents a crucial step towards enabling Bayesian statistical methods for problems with errors in variables.en
dc.formattextcs
dc.format.extent1-6cs
dc.format.mimetypeapplication/pdfcs
dc.identifier.citationProceedings of the IEEE Conference on Decision and Control. 2022, p. 1-6.en
dc.identifier.doi10.1109/CDC51059.2022.9992409cs
dc.identifier.isbn978-1-66-546761-2cs
dc.identifier.other180119cs
dc.identifier.urihttp://hdl.handle.net/11012/209144
dc.language.isoencs
dc.publisherIEEEcs
dc.relation.ispartofProceedings of the IEEE Conference on Decision and Controlcs
dc.relation.projectIdinfo:eu-repo/grantAgreement/EC/H2020/857306/EU//RICAIP
dc.relation.urihttps://ieeexplore.ieee.org/document/9992409cs
dc.rights(C) IEEEcs
dc.rights.accessopenAccesscs
dc.subjectBayesian networksen
dc.subjectGaussian noise (electronic)en
dc.subjectInference enginesen
dc.subjectLeast squares approximationsen
dc.subjectPermanent magnetsen
dc.titleBayesian Inference of Total Least-Squares With Known Precisionen
dc.type.driverconferenceObjecten
dc.type.statusPeer-revieweden
dc.type.versionacceptedVersionen
sync.item.dbidVAV-180119en
sync.item.dbtypeVAVen
sync.item.insts2023.05.04 16:54:56en
sync.item.modts2023.05.04 16:15:04en
thesis.grantorVysoké učení technické v Brně. Středoevropský technologický institut VUT. Kybernetika a robotikacs
thesis.grantorVysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií. Ústav automatizace a měřicí technikycs
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