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recursive least squares method

См. также в других словарях:

  • Least-squares spectral analysis — (LSSA) is a method of estimating a frequency spectrum, based on a least squares fit of sinusoids to data samples, similar to Fourier analysis. [cite book | title = Variable Stars As Essential Astrophysical Tools | author = Cafer Ibanoglu |… …   Wikipedia

  • Least mean squares filter — Least mean squares (LMS) algorithms are a class of adaptive filter used to mimic a desired filter by finding the filter coefficients that relate to producing the least mean squares of the error signal (difference between the desired and the… …   Wikipedia

  • Monte Carlo method — Not to be confused with Monte Carlo algorithm. Computational physics …   Wikipedia

  • Dynamic programming — For the programming paradigm, see Dynamic programming language. In mathematics and computer science, dynamic programming is a method for solving complex problems by breaking them down into simpler subproblems. It is applicable to problems… …   Wikipedia

  • List of statistics topics — Please add any Wikipedia articles related to statistics that are not already on this list.The Related changes link in the margin of this page (below search) leads to a list of the most recent changes to the articles listed below. To see the most… …   Wikipedia

  • Kalman filter — Roles of the variables in the Kalman filter. (Larger image here) In statistics, the Kalman filter is a mathematical method named after Rudolf E. Kálmán. Its purpose is to use measurements observed over time, containing noise (random variations)… …   Wikipedia

  • Maurice Clint — was professor of Computer Science at Queen s University Belfast, Northern Ireland. His research interests include parallel algorithms for numerical linear algebra and the use of formal methods in the development of parallel and distributed… …   Wikipedia

  • Multivariate adaptive regression splines — (MARS) is a form of regression analysis introduced by Jerome Friedman in 1991.[1] It is a non parametric regression technique and can be seen as an extension of linear models that automatically models non linearities and interactions. The term… …   Wikipedia

  • List of numerical analysis topics — This is a list of numerical analysis topics, by Wikipedia page. Contents 1 General 2 Error 3 Elementary and special functions 4 Numerical linear algebra …   Wikipedia

  • List of mathematics articles (P) — NOTOC P P = NP problem P adic analysis P adic number P adic order P compact group P group P² irreducible P Laplacian P matrix P rep P value P vector P y method Pacific Journal of Mathematics Package merge algorithm Packed storage matrix Packing… …   Wikipedia

  • List of mathematics articles (L) — NOTOC L L (complexity) L BFGS L² cohomology L function L game L notation L system L theory L Analyse des Infiniment Petits pour l Intelligence des Lignes Courbes L Hôpital s rule L(R) La Géométrie Labeled graph Labelled enumeration theorem Lack… …   Wikipedia

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