ABSTRACT: A new parameter dynamics that incorporates the information available for training instead of the standard "blind" parameter dynamics is proposed for on-line Bayesian learning. A significant improvement is realized over the schemes the authors have previously proposed. The particular advantage of the currently proposed approach is the speed at which it follows abrupt changes.
Intelligent Signal Processing and Communication Systems, 2005. ISPACS 2005. Proceedings of 2005 International Symposium on; 01/2006