Publication detail
Bayesian Inference of Total Least-Squares With Known Precision
FRIML, D. VÁCLAVEK, P.
Original Title
Bayesian Inference of Total Least-Squares With Known Precision
Type
conference paper
Language
English
Original Abstract
This 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.
Keywords
Bayesian networks; Gaussian noise (electronic); Inference engines; Least squares approximations; Permanent magnets
Authors
FRIML, D.; VÁCLAVEK, P.
Released
6. 9. 2022
Publisher
IEEE
ISBN
978-1-66-546761-2
Book
Proceedings of the IEEE Conference on Decision and Control
Pages from
1
Pages to
6
Pages count
6
URL
Full text in the Digital Library
BibTex
@inproceedings{BUT180119,
author="Dominik {Friml} and Pavel {Václavek}",
title="Bayesian Inference of Total Least-Squares With Known Precision",
booktitle="Proceedings of the IEEE Conference on Decision and Control",
year="2022",
pages="6",
publisher="IEEE",
doi="10.1109/CDC51059.2022.9992409",
isbn="978-1-66-546761-2",
url="https://ieeexplore.ieee.org/document/9992409"
}