Abstract
The recursive least squares (RLS) algorithm II developed in the previous Chapter provides a general method of estimating the parameters in a multi-parameter regression model. But, as we have pointed out, the algorithm is a deterministic estimation procedure in the sense that it makes few assumptions about either the statistical nature of the signals or the noise and does not provide any statistical information on the nature of the estimates.
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© 1984 Springer-Verlag, Berlin, Heidelberg
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Young, P. (1984). Recursive Least Squares Regression Analysis. In: Recursive Estimation and Time-Series Analysis. Communications and Control Engineering Series. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-82336-7_4
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DOI: https://doi.org/10.1007/978-3-642-82336-7_4
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-82338-1
Online ISBN: 978-3-642-82336-7
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