An upper bound for the recursive least squares estimation error.
Antoni NiederlinskiPublished in: IEEE Trans. Autom. Control. (1995)
Keyphrases
- estimation error
- recursive least squares
- upper bound
- lower bound
- neuro fuzzy
- adaptive filtering
- complex valued
- kalman filtering
- error rate
- standard deviation
- worst case
- covariance matrix
- average error
- gradient method
- autoregressive
- step size
- wavelet neural network
- sample size
- kalman filter
- fuzzy rules
- real valued
- particle filter
- np hard