Flexible Least Squares Algorithm for Switching Models
The self-organizing model and expectation-maximization method are two traditional identification methods for switching models. They interactively update the parameters and model identities based on offline algorithms. In this paper, we propose a flexible recursive least squares algorithm which const...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi-Wiley
2022-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2022/2605570 |