Dynamic Bayesian modelling of non-stationary stochastic systems using constrained least square estimation and gradient descent optimisation

H. Cheol Cho, N. H. Kim. Dynamic Bayesian modelling of non-stationary stochastic systems using constrained least square estimation and gradient descent optimisation. IET Signal Processing, 6(6):608-615, 2012. [doi]

@article{ChoK12-8,
  title = {Dynamic Bayesian modelling of non-stationary stochastic systems using constrained least square estimation and gradient descent optimisation},
  author = {H. Cheol Cho and N. H. Kim},
  year = {2012},
  doi = {10.1049/iet-spr.2010.0081},
  url = {https://doi.org/10.1049/iet-spr.2010.0081},
  researchr = {https://researchr.org/publication/ChoK12-8},
  cites = {0},
  citedby = {0},
  journal = {IET Signal Processing},
  volume = {6},
  number = {6},
  pages = {608-615},
}