مرکز منطقه ای اطلاع رساني علوم و فناوري - Exact distribution and moments for the RLS estimate in a time-varying AR(1) process

Title of article :

Exact distribution and moments for the RLS estimate in a time-varying AR(1) process

Author/Authors :

B. Lindoff، نويسنده , , J. Holst ، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1996

Pages :

From page :

429

To page :

433

Keywords :

Recursive estimation , Weighted least-squares , Forgetting factor , quadratic forms.

Journal title :

Automatica

Serial Year :

1996

Journal title :

Automatica

Record number :

368104

Link To Document :