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Maximum Likelihood-Based Recursive Least-Squares Algorithm for Multivariable Systems with Colored Noises Using the Decomposition Technique.

Huafeng XiaYan JiLing XuTasawar Hayat
Published in: Circuits Syst. Signal Process. (2019)
Keyphrases
  • maximum likelihood
  • recursive least squares
  • expectation maximization
  • em algorithm
  • cost function
  • learning algorithm
  • parameter estimation
  • object tracking
  • convergence rate