摘要: This chapter introduces the second-order algorithms for solution of Yule–Walker normal equations with online recursive methods, such as error sequential regression (ESR) algorithm [1, 2].
springer.com
sci-hub.st 参考文章(3)
Shun-ichi Amari, Natural gradient works efficiently in learning Neural Computation. ,vol. 10, pp. 177- 202 ,(1998) , 10.1162/089976698300017746
Tamer Basar, A New Approach to Linear Filtering and Prediction Problems Journal of Basic Engineering. ,vol. 82, pp. 35- 45 ,(1960) , 10.1115/1.3662552
Gene H Golub, Charles F Van Loan, Matrix computations ,(1983)