Matrix forgetting factor with adaptation

DOI10.1080/002077299291967zbMath1113.62350OpenAlexW2094078685MaRDI QIDQ4546928

J. J. Medel Kiarez, Alexander S. Poznyak

Publication date: 1999

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/002077299291967

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (3)

Recursive identification of time-varying systems: self-tuning and matrix RLS algorithms ⋮ Time-varying matrix estimation in stochastic continuous-time models under coloured noise using LSM with forgetting factor ⋮ Sliding modes time varying matrix identification for stochastic system

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