Title :
An on-line adaptation for discrete

linear estimation
Author_Institution :
University of British Columbia, Vancouver, BC, Canada
fDate :
1/1/1984 12:00:00 AM
Abstract :
A sequential form for the l1estimation problem is presented. The cases of updating the optimal estimates when an extra point is to be added or when an old point is to be deleted are both presented.
Keywords :
Adaptive estimation, linear systems; Parameter estimation, linear systems; Recursive estimation; Automatic control; Councils; Equations; Frequency; Mathematics; Recursive estimation;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1984.1103375