Least squares estimation of nonstationary covariance parameters in linear systems.
H. W. BrewerCornelius T. LeondesPublished in: Autom. (1977)
Keyphrases
- non stationary
- linear systems
- autoregressive
- sufficient conditions
- dynamical systems
- sparse linear systems
- maximum likelihood
- fractional brownian motion
- parameter estimation
- coefficient matrix
- adaptive algorithms
- empirical mode decomposition
- search space
- concept drift
- global optimization
- fuzzy logic
- genetic algorithm