Title :
Fixed-memory recursive filters (Corresp.)
Author :
Buxbaum, Paul J.
fDate :
1/1/1974 12:00:00 AM
Abstract :
This correspondence presents three algorithms for computing least-squares estimates based on fixed amounts of data.
Keywords :
Recursive estimation; Covariance matrix; Difference equations; Information filtering; Information filters; Mathematics; Reactive power; Recursive estimation; State estimation; Statistical analysis; Testing;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1974.1055144
