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Algorithms for Bayesian estimation of spline model structure. (English) Zbl 0781.93090
Summary: A special case of model structure identification is studied. Convolution models with the kernel described by first order spline-functions are tested. A fast algorithm for finding the most probable structure of the model is described.
MSC:
93E11 Filtering in stochastic control theory
62F15 Bayesian inference
93E12 Identification in stochastic control theory
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References:
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