Adaptive estimation of OEMA model via variable regularized recursive least squares method.

Jakub Dokoupil Frantisek Gogol

Published in: PDeS (2012)

Keyphrases

recursive least squares
parameter estimation
objective function
cost function
test data
probabilistic model
em algorithm
prediction model
autoregressive
network model
optimization method
gradient method
bp neural network
rbf neural network
filtering algorithm
fuzzy logic
state space
neural nets
adaptive filtering