Výsledky vyhledávání - "Alfred K. Joensen"

Tracking time-varying parameters with local regression

Autor: Alfred K. Joensen, Torben Skov Nielsen, Henrik Madsen, Henrik Aa. Nielsen

Publikováno v: Automatica. 36:1199-1204

This paper shows that the recursive least-squares (RLS) algorithm with forgetting factor is a special case of a varying-coefficient model, and a model which can easily be estimated via simple local regression. This observation allows us to formulate

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::532338a6f58c827461f62ec8d6c4e052
https://doi.org/10.1016/s0005-1098(00)00029-7

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Tracking time-varying-coefficient functions

Autor: Jan Holst, Torben Skov Nielsen, Alfred K. Joensen, Henrik Aalborg Nielsen, Henrik Madsen

Publikováno v: International Journal of Adaptive Control and Signal Processing. 14:813-828

SUMMARY A method for adaptive and recursive estimation in a class of non-linear autoregressive models with external input is proposed. The model class considered is conditionally parametric ARX-models (CPARX-models), which is conventional ARX-models

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::6352853da642e88e86219d027f3b2dee
https://doi.org/10.1002/1099-1115(200012)14:8<813::aid-acs622>3.0.co

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