A novel variable-length sliding window blockwise least-squares algorithm for on-line estimation of time-varying parameters (Q4651778)

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scientific article; zbMATH DE number 2136047
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A novel variable-length sliding window blockwise least-squares algorithm for on-line estimation of time-varying parameters
scientific article; zbMATH DE number 2136047

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    A novel variable-length sliding window blockwise least-squares algorithm for on-line estimation of time-varying parameters (English)
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    22 February 2005
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    system identification
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    parameter estimation
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    time-varying systems
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    recursive least squares (RLS)
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    blockwise least squares (BLS)
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    variable-length sliding window blockwise least squares (VLSWBLS)
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    abrupt and gradual parameter changes
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    change detection
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