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Moments of ratios of quadratic forms

โœ Scribed by A.K. Gupta; D.G. Kabe


Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
116 KB
Volume
38
Category
Article
ISSN
0167-7152

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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