Recursive least squares with forgetting - both constant and variable forgetting
This is part of the course 02417 Time Series Analysis as it was given in the fall of 2017 and spring 2018.
The full playlist is here:
[ Ссылка ]
You can download the slides here:
[ Ссылка ]
The course is based on the book:
Time Series Analysis by Henrik Madsen: [ Ссылка ]
