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A Moment Characterization of B–Valued Generalized Functionals of White Noise

✍ Scribed by Cai Shi Wang; Zhi Yuan Huang


Publisher
Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2005
Tongue
English
Weight
216 KB
Volume
22
Category
Article
ISSN
1439-7617

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First inverse moment of a generalized qu
✍ B. Lindoff 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 343 KB

In this paper an approximate expression for the first inverse moment of (1 -2)~-~k=l 2t-kq~kq~ + 2t(1 --2)P0 -1' where ~0k is a Gaussian stationary vector process is derived. This generalized quadratic form is the estimate of the information matrix when using the Recursive Least Squares (RLS) algori