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
5
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