Improved Kernel Recursive Least Squares Algorithm Based Online Prediction for Nonstationary Time Series.
Jinhua GuoHao ChenSonghang ChenPublished in: IEEE Signal Process. Lett. (2020)
Keyphrases
- non stationary
- recursive least squares
- dynamic programming
- cost function
- computational complexity
- expectation maximization
- filtering algorithm
- sequence prediction
- gradient method
- image segmentation
- kalman filter
- particle filter
- discrete valued
- particle swarm optimization
- probabilistic model
- multiresolution
- multiscale