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- W2187029175 abstract "Statistical analysis of a recursive parameter estimation algorithm is performed. The algorithm has been used for the estimation of parameters of ARX processes with bounded noise. Previous analyses of algorithms used in the bounded noise situation have been essentially deterministic. Unbiasedness of the estimates is shown under the assumption that the noise is white and zero mean. An upper bound on the covariance of parameter estimates is derived. Ar, improved version of the algorithm is proposed which yields smoother estimates and greater resistance to outliers." @default.
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- W2187029175 modified "2023-09-27" @default.
- W2187029175 title "ALGORITHM WITH INFORMATION-DEPENDENT UPDATING" @default.
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