Matrix estimation using matrix forgetting factor and instrumental variable for nonstationary sequences with time variant matrix gain

Consider us the problem of time-varying parameter estimation. The most immediate and simple idea is to include a discounting procedure in an estimation algorithm i.e., a procedure for discarding (forgetting) old information. The most common way to do is to introduce an exponential forgetting factor...

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Detalles Bibliográficos
Autores principales: Jesús Medel Juárez, José de, Guevara López, Pedro, Flores Rueda, Alberto
Formato: Objeto de conferencia
Lenguaje:Inglés
Publicado: 2004
Materias:
Ciencias Informáticas
Filtering
estimation
signal processing.
Simulation
Parallel processing
Distributed
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/22497
Aporte de:
SEDICI (UNLP) de Universidad Nacional de La Plata

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