Recursive algorithm of least squares estimation with variable forgetting factor under nonclassical assumptions

zbMATH Open0979.93127MaRDI QIDQ2760572

A. S. Slabospyts'kyj

Publication date: 12 December 2001

Published in: Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka (Search for Journal in Brave)

zbMATH Keywords

parameter estimationpseudoinverseleast squares methodregression modelsrecursive algorithmvariable forgetting factor

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

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