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