An On-Line Estimation Algorithm for Periodic Autoregressive Models (Q3424175)

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An On-Line Estimation Algorithm for Periodic Autoregressive Models
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    An On-Line Estimation Algorithm for Periodic Autoregressive Models (English)
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    15 February 2007
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    periodically correlated autoregressive process
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    recursive on-line estimation
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    RLS estimation
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    weighted least squares
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    tables
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