Title: Recursive relations of the criterion functions for the recursive least squares algorithms
Abstract: This paper derives the recursive formulas of the computation of the criterion functions for the well-known weighted recursive least squares algorithm and the finite-data-window recursive least squares algorithm for linear regressive models. The analysis indicates that the proposed recursive computation formulas can be extended to the least squares estimation algorithms for pseudo-linear regression models, e.g., the equation error systems.
Publication Year: 2012
Publication Date: 2012-05-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 4
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