Browsing by Subject "Recursive estimation"
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Estimation and identification of time-varying long-term fading channels via the particle filter and the em algorithm (2011)In this paper, we are concerned with the estimation and identification of time-varying wireless longterm fading channels. The dynamics of the fading channels are captured using a mean-reverting linear stochastic differential ...
A stochastic approximation algorithm for the adaptive control of time series following generalized linear models (1999)A recursive estimation method for time series models following generalized linear models is developed in two ways. The estimation procedure, suitably modified, gives rise to a stochastic approximation scheme. We use the ...