A unified derivation for fast estimation algorithms by the conjugate direction method
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Publication:1067758
DOI10.1016/0024-3795(85)90148-XzbMath0581.65053MaRDI QIDQ1067758
Publication date: 1985
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical optimization and variational techniques (65K10) Signal detection and filtering (aspects of stochastic processes) (60G35) Identification in stochastic control theory (93E12) Iterative numerical methods for linear systems (65F10)
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