An Adaptive Algorithms for Parameter Tracking of Time-Varying Parameters.
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概要
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Kalman filter based parameter tracking algorithm for linear regression models is developed. Main subject is to present a selection method of design parameter in the algorithm. It is shown that the algorithm proposed is asymptotically optimal in some sense.
- 公益社団法人 計測自動制御学会の論文
公益社団法人 計測自動制御学会 | 論文
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