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Multichannel linear prediction models and their convergence property

โœ Scribed by Fulin Cheng; Tosiro Koga


Book ID
112079259
Publisher
John Wiley and Sons
Year
1990
Tongue
English
Weight
591 KB
Volume
73
Category
Article
ISSN
1042-0967

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It is well known that, as calculated using the Kalman ยฎlter recurrence relationships, the posterior parameter variance and the adaptive vector of observable constant dynamic linear models converge to limiting values. However, most proofs are tortuous, some have subtle errors and some relate only to