Skip to main content

and
  1. No Access

    Chapter and Conference Paper

    Identification of Stochastic Time-Varying Parameters

    Estimating/tracking time-varying parameters is a fundamental issue in system identification, signal processing and many other fields. In this paper, we present a detailed analysis for the stability of tracking...

    L. Guo, H. F. Chen, J. F. Zhang in New Directions in Time Series Analysis (1993)