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Variable parameter recursive incremental estimation algorithm with local polynomial approximation

Published • Oct 31, 2003
Authors:
Yuncan Xue
,
Qiwen Yang
,
Jixin Qian

Abstract

A new approach, variable parameter recursive incremental estimation algorithm with local polynomial approximation is presented. This algorithm is particularly suitable for tracking time-varying systems and is similar in computational complexity to the standard recursive least square algorithm. The s...

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