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PSO with Adaptive Mutation and Inertia Weight and Its Application in Parameter Estimation of Dynamic Systems

โœ Scribed by Alireza ALFI

Book ID
104453213
Publisher
Elsevier
Year
2011
Weight
567 KB
Volume
37
Category
Article
ISSN
1874-1029

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โœ B. David; G. Bastin ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 202 KB

An exact formula of the inverse covariance matrix of an autoregressive stochastic process is obtained using the Gohberg}Semencul explicit inverse of the Toeplitz matrix. This formula is used to build an estimator of the inverse covariance matrix of a stochastic process based on a single realization.