On the efficient low cost procedure for estimation of high-dimensional prediction error covariance matrices (Q1679123)
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scientific article; zbMATH DE number 6803950
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the efficient low cost procedure for estimation of high-dimensional prediction error covariance matrices |
scientific article; zbMATH DE number 6803950 |
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On the efficient low cost procedure for estimation of high-dimensional prediction error covariance matrices (English)
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8 November 2017
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covariance matrices
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adaptive filters
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filter stability
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prediction error sampling
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separation of vertical and horizontal structures
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nearest Kronecker problem
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parameter estimation
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stochastic approximation
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