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Details for article 3 of 16 found articles
| Title: |
An Adaptive Estimation Algorithm |
| Author: |
Sastri, T. |
| Appeared in: |
IIE transactions |
| Paging: | Volume 20 (1988) nr. 2 pages 176-185 |
| Year: |
1988-06-01 |
| Contents: |
An adaptive approach for sequential parameter-change detection and revision of the moving average parameter in the first-order integrated-moving average time series model is presented. Derivation of recursive formulas based on least squares estimation theory is given. Simulation experiments of this study indicate its validity for on-line parameter tracking applications. Practical considerations in implementing the proposed adaptive estimation system and its extensions to higher-order models are discussed. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 3 of 16 found articles
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