On the concept of estimation memory in adaptive filtering

zbMath1060.93095MaRDI QIDQ1876953

Maciej Niedźwiecki

Publication date: 23 August 2004

Published in: Bulletin of the Polish Academy of Sciences. Technical Sciences (Search for Journal in Brave)

zbMATH Keywords

adaptive filtering; Kalman filtering; least mean squares; estimation memory; exponentially weighted least squares

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93E10: Estimation and detection in stochastic control theory

93E24: Least squares and related methods for stochastic control systems