摘要：An exploitation of prior knowledge in parameter estimation becomes vital whenever measured data is not informative enough. Elicitation of quantified prior knowledge is a well-elaborated art in societal and medical applications but not in the engineering ones. Frequently required involvement of a facilitator is mostly unrealistic due to either facilitator’s high costs or complexity of modelled relationships that cannot be grasped by humans. This paper provides a facilitator-free approach based on an advanced knowledge-sharing methodology. It presents the approach on commonly available types of knowledge and applies the methodology to a normal controlled autoregressive model.
关键词：Bayesian estimation; automatised knowledge elicitation; just-in-time modelling; controlled autoregressive model
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