Discounted online Newton method for time-varying time series prediction

Dongsheng Ding, Jianjun Yuan, Mihailo R. Jovanovic. Discounted online Newton method for time-varying time series prediction. In 2021 American Control Conference, ACC 2021, New Orleans, LA, USA, May 25-28, 2021. pages 1547-1552, IEEE, 2021. [doi]

Abstract

Abstract is missing.