A RECURSIVE ALGORITHM FOR ADAPTIVE ESTIMATION AND PARAMETER CHANGE DETECTION OF TIME-SERIES MODELS

被引：4

作者：

SASTRI, T

机构：

来源：

关键词：

D O I：

10.2307/2582287

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：987 / 999

页数：13

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[3]

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[4]

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[6]

Cowan C.F.N., 1985, ADAPTIVE FILTERS

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COX DR, 1961, J ROY STAT SOC B, V23, P414

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[9]

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[10]

Gelb A, 1992, APPL OPTIMAL ESTIMAT