Universal Switching Linear Least Squares Prediction

DOI10.1109/TSP.2007.901161zbMath1391.62181MaRDI QIDQ4567616

Andrew C. Singer, Suleyman S. Kozat

Publication date: 27 June 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

60G25: Prediction theory (aspects of stochastic processes)

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