Abstract
One primary purpose of a recursive estimation algorithm is to process data as it is received from some source, with the aim of updating the estimates of parameters and states in a model that is being used for a practical purpose, such as model evaluation, forecasting or automatic control. ‘Real-time’ or ‘on-line’ recursive estimation of this type has received a lot of attention in different areas of science and engineering, initially in an automatic control context and latterly in relation to the topic of ‘data- assimilation’, in areas such as oceanography and hydrology.
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© 2011 Springer-Verlag Berlin Heidelberg
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Young, P.C. (2011). Real-Time Recursive Parameter Estimation. In: Recursive Estimation and Time-Series Analysis. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-21981-8_10
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DOI: https://doi.org/10.1007/978-3-642-21981-8_10
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-21980-1
Online ISBN: 978-3-642-21981-8
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