Efficient Recursive Estimators for a Linear, Time-Varying Gaussian Model with General Constraints

DOI10.1109/TSP.2010.2052048MaRDI QIDQ4570537zbMATH OpenOpenAlexFDO

Authors Stefan Uhlich, Bin Yang

Publication date 9 July 2018

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

Full work available at URL https://doi.org/10.1109/tsp.2010.2052048

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(4)

• Constructing fixed rank optimal estimators with method of best recurrent approximations
• Efficient parametric estimation for a signal-plus-noise Gaussian model from discrete time observations
• Fast recursive basis function estimators for identification of time-varying processes
• Hopfield neural networks for online constrained parameter estimation with time-varying dynamics and disturbances

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