๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

On least squares estimation of generalized covariance functions

โœ Scribed by van der Linde, Angelika


Publisher
Springer
Year
1993
Tongue
English
Weight
327 KB
Volume
25
Category
Article
ISSN
0020-5958

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Cauchy problem for least-squares estimat
โœ H. Natsuyama; S. Ueno ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 195 KB

A linear least-squares filtering problem with a semidegenerate integral equation is considered. An invariant imbedding treatment reduces this problem to a system of ordinary differential equations with initial conditions. The optimal estimate may be evaluated in a real-time sequential manner through

Least squares estimation of nonstationar
โœ H.W. Brewer; C.T. Leondes ๐Ÿ“‚ Article ๐Ÿ“… 1977 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 1012 KB

Least squares estimation techniques are employed to overcome previous difficulties encountered in accurately estimating the state and measurement noise covariance parameters in linear stochastic systems. In the past accurate and rapidly converging covariance parameter estimates have been achieved wi