Recursive and Fast Recursive Capon Spectral Estimators [PDF]
EURASIP Journal on Advances in Signal Processing, 2007 The Capon algorithm, which was originally proposed for wavenumber estimation in array signal processing, has become a powerful tool for spectral analysis.
Chen Jingdong +2 more
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Fast, Asymptotically Efficient, Recursive Estimation in a Riemannian Manifold [PDF]
Entropy, 2019 Stochastic optimisation in Riemannian manifolds, especially the Riemannian stochastic gradient method, has attracted much recent attention. The present work applies stochastic optimisation to the task of recursive estimation of a statistical parameter ...
Jialun Zhou, Salem Said
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Robust recursive estimation for the errors-in-variables nonlinear systems with impulsive noise [PDF]
Scientific ReportsThe non-Gaussian characteristic of the external disturbance poses a great challenge for system modeling and identification. This paper develops a robust recursive estimation algorithm for the errors-in-variables nonlinear system with the impulsive noise.
Xuehai Wang, Fang Zhu
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Recursive parameter estimation: convergence [PDF]
Statistical Inference for Stochastic Processes, 2007 25 pages with 1 postscript ...
Teo Sharia
exaly +4 more sources
Lithium battery parameter identification and SOC estimation based on dual-polarized model [PDF]
E3S Web of Conferences, 2021 An equivalent circuit model of dual polarization (DP) of lithium battery was established according to the application characteristics of lithium battery under the standby condition of 5G base station.
Xia Hui +3 more
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Order-recursive spectrum estimation [PDF]
Proceedings of the IEEE, 1988 The use of a multiple-pole filter in the time-average estimation of the autocorrelation allows the power spectrum estimates to be recursive in the order of multiplicity of the filter pole. The recursive generation of the estimates from various filter orders provides the flexibility to select the estimator of interest in terms of the variance and ...
Moeness G. Amin, Kai Di Feng
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Novel Unbiased Optimal Receding-Horizon Fixed-Lag Smoothers for Linear Discrete Time-Varying Systems
Applied Sciences, 2022 This paper proposes novel unbiased minimum-variance receding-horizon fixed-lag (UMVRHF) smoothers in batch and recursive forms for linear discrete time-varying state space models in order to improve the computational efficiency and the estimation ...
Bokyu Kwon, Pyung Soo Kim
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Recursive Estimation of Volatility for High Frequency Financial Data [PDF]
Statistika: Statistics and Economy Journal, 2021 The paper deals with recursive estimation of financial time series with conditional volatility. It surveys the recursive methodology suggested in Hendrych and Cipra (2018) and adjusts it for various alternatives of GARCH models which are usual in ...
Petr Vejmělka, Tomáš Cipra
doaj
Extended Recursive Three-Step Filter for Linear Discrete-Time Systems with Dual-Unknown Inputs
Energies, 2023 This paper proposes two new extended recursive three-step filters for linear discrete systems with dual-unknown inputs, which can simultaneously estimate unknown input and state.
Shigui Dong +3 more
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Dual-Input Slope Seeking Control of Continuous Micro-Algae Cultures with Experimental Validation
Applied Sciences, 2021 This paper investigates the application of adaptive slope-seeking strategies to dual-input single output dynamic processes. While the classical objective of extremum seeking control is to drive a process performance index to its optimum, this paper also ...
Christian Feudjio Letchindjio +4 more
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