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Time-varying matrix estimation in stochastic continuous-time models under coloured noise using LSM with forgetting factor.
J. Escobar
Alexander S. Poznyak
Published in:
Int. J. Syst. Sci. (2011)
Keyphrases
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stochastic processes
parameter estimation
markov chain
complex systems
monte carlo simulation
parametric models
markov processes
neural network
pairwise
prior knowledge
model selection
regression model
statistical models
estimation error
stochastic process
factorization methods