The Annals of Applied Probability, Vol. 15, No. 2 (May, 2005), pp. 1047-1110 (64 pages) In certain problems in a variety of applied probability settings (from probabilistic analysis of algorithms to ...

Some inventions operate in a recursive or iterative manner. This could be so of a machine that repeats actions or functions on a single article or to produce multiple articles, or operates on data ...

In this paper we propose a recursive online algorithm for estimating the parameters of a time-varying ARCH process. The estimation is done by updating the estimator at time point t - 1 with ...

Scientists in Spain have implemented recursive least squares (RLS) algorithms for anomaly detection in PV systems and have found they can provide “more realistic and meaningful assessment ...