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Time-Varying Parameters Prediction

โœ Scribed by Carlo Grillenzoni


Book ID
111532610
Publisher
Springer Japan
Year
2000
Tongue
English
Weight
903 KB
Volume
52
Category
Article
ISSN
0020-3157

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The computation of parameter bounds for models of linear, time-varying systems is considered. Three methods are discussed, all with counterparts in conventional least-squares or statistical parameter estimation: fixed-memory bounding, scalar bound inflation and bound incrementing. Their computationa