Recursive estimation of nonstationary parameters by the least squares method with variable forgetting factor under nonclassical assumptions
zbMATH Open0977.93024MaRDI QIDQ2737256
Publication date: 11 September 2001
Published in: Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka (Search for Journal in Brave)
identificationparameter estimationtime-varying systemsleast squares methodrecursive algorithmregression modelvariable forgetting factorweighted residual sum of squares
System identification (93B30) Least squares and related methods for stochastic control systems (93E24)
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