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

DOI10.1109/TSP.2010.2052048zbMATH Open1392.94497OpenAlexW2160636951MaRDI QIDQ4570537FDOQ4570537

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

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

Cited In (3)

• Fast recursive basis function estimators for identification of time-varying processes
• 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

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