On adaptive covariance and spectrum estimation of locally stationary multivariate processes.
Maciej NiedzwieckiMarcin CiolekYoshinobu KajikawaPublished in: Autom. (2017)
Keyphrases
- non stationary
- multivariate gaussian distribution
- estimation algorithm
- computational models
- database
- covariance matrix
- neural network
- data driven
- regression model
- real time
- parameter estimation
- least squares
- control system
- estimation error
- parametric models
- robust estimation
- adaptive control
- accurate estimation
- estimation process
- multivariate data
- multivariate normal