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]

Authors

Dongsheng Ding

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Jianjun Yuan

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Mihailo R. Jovanovic

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