Nonasymptotic results for finite-memory WLS filters

DOI10.1109/9.67295zbMath0760.93086OpenAlexW2167659564MaRDI QIDQ3984586

Maciej Niedźwiecki, Lei Guo

Publication date: 27 June 1992

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.67295

zbMATH Keywords

time-dependent

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24)

Related Items (5)

Exact distribution and moments for the RLS estimate in a time-varying AR(1) process ⋮ On adaptive covariance and spectrum estimation of locally stationary multivariate processes ⋮ BIAS AND COVARIANCE OF THE RECURSIVE LEAST SQUARES ESTIMATOR WITH EXPONENTIAL FORGETTING IN VECTOR AUTOREGRESSIONS ⋮ Convergence analysis of the RLS identification algorithm with exponential forgetting in stationary ARX-structures ⋮ First inverse moment of a generalized quadratic form

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