Matrix forgetting factor with adaptation

DOI10.1080/002077299291967MaRDI QIDQ4546928zbMATH OpenOpenAlexFDO

Authors J. J. Medel Kiarez, Alexander S. Poznyak

Publication date 1999

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/002077299291967

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(5)

• Recursive identification of time-varying systems: self-tuning and matrix RLS algorithms
• Sliding modes time varying matrix identification for stochastic system
• Matrix forgetting factor
• Fast transversal versions of the RIV algorithm
• Time-varying matrix estimation in stochastic continuous-time models under coloured noise using LSM with forgetting factor

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