The estimation of parameters for a scalar linear system with rational transfer function is considered, the estimates being updated each time a new data point comes to hand. Two well-known algorithms ...
A common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering. In Recursive Models of Dynamic Linear Economies, Lars Peter Hansen and Thomas Sargent use these ...
The Nature Index 2025 Research Leaders — previously known as Annual Tables — reveal the leading institutions and countries/territories in the natural and health sciences, according to their output in ...