%0 Journal Article
%A Skorohod, Boris A.
%D 2009
%I Begell House
%K linear recurrent regression, initial uncertainty, divergence phenomenon, limiting recurrent estimation algorithm
%N 5
%P 41-51
%R 10.1615/JAutomatInfScien.v41.i5.50
%T Asymptotics of Linear Recurrent Regression under Diffuse Initialization
%U http://dl.begellhouse.com/journals/2b6239406278e43e,2ae1b9cd0e8452ba,68a1b725506341a2.html
%V 41
%X The behavior of recurrent least squares method in the absence of a priori information with respect to estimated unknown parameters is studied. The developed approach allows one to present its characteristics in analytical form, to explain the divergence phenomenon and to suggest a limiting recurrent estimation algorithm independent of a large parameter characterizing initial uncertainty and leading to divergence.
%8 2009-07-25