6533b7dafe1ef96bd126ddaf
RESEARCH PRODUCT
Recursive estimators 2
Zaka Ratsimalahelosubject
[ MATH ] Mathematics [math]Control theoryStatistics[MATH] Mathematics [math]Estimation récursiveOperational researchRecherche opérationnelleAutomatiquedescription
In this paper the techniques for recursive estimation of linear model are extended to non-spherical disturbances. First we present the recursive formulae of generalized least squares. The recurrence relation for the residual sum of squares are derived. We show in the second part of the paper a recursive formulae of generalized instrumental variables.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 1991-01-01 |