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Original Articles

On a general concept of forgetting

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Pages 905-924 | Received 06 Apr 1992, Published online: 15 Mar 2007

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J.E. COOPER & K. WORDEN. (2000) ON-LINE PHYSICAL PARAMETER ESTIMATION WITH ADAPTIVE FORGETTING FACTORS. Mechanical Systems and Signal Processing 14:5, pages 705-730.
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Markéta Valečková, Miroslav Kárný & Elmawati L. Sutanto. (1998) Bayesian M-T Clustering for Reduced Pararmetrisation of Markov Chains Used for Non-Linear Adaptive Elements. IFAC Proceedings Volumes 31:22, pages 345-350.
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Laura Reh, Fabian Krüger & Roman Liesenfeld. (2019) Dynamic Modeling of the Global Minimum Variance Portfolio. SSRN Electronic Journal.
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Dimitris Korobilis. (2014) Data-Based Priors for Vector Autoregressions with Drifting Coefficients. SSRN Electronic Journal.
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