Sökning: "Adaptive Predictive Control Statistics Adaptive Stochastic Control Dual Control Convergence Analysis Quadratic Forms Forgetting Factor Recursive Least Squares Recursive Estimation Linear Systems Time-Varying Stochastic Systems operations research programming actuarial mathematics Statistik operationsanalys programmering aktuariematematik"
Hittade 1 avhandling innehållade orden Adaptive Predictive Control Statistics Adaptive Stochastic Control Dual Control Convergence Analysis Quadratic Forms Forgetting Factor Recursive Least Squares Recursive Estimation Linear Systems Time-Varying Stochastic Systems operations research programming actuarial mathematics Statistik operationsanalys programmering aktuariematematik.
1. On Parameter Estimation and Control of Time-Varying Stochastic Systems
Sammanfattning : This thesis is about parameter estimation and control of time-varying stochastic systems. It can be divided into two parts. The first part deals with an estimation algorithm commonly used when estimating parameters in time-varying stochastic systems, the Recursive Least Squares (RLS) algorithm with forgetting factor. LÄS MER