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  • Search: subject:"Recursive least square"
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Year of publication
Subject
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Adaptive extended Kalman filter 1 Beta risk 1 Betafaktor 1 CAPM 1 Data-driven 1 Electric vehicles 1 Estimation theory 1 Kleinste-Quadrate-Methode 1 Least squares method 1 Lithium-ion polymer battery 1 Market risk 1 Marktrisiko 1 Recursive least square 1 Risikomaß 1 Risk measure 1 Schätztheorie 1 State of charge 1 State space model 1 Zustandsraummodell 1 adaptive estimation 1 beta 1 least mean square 1 market risk 1 modified AKF 1 noise covariance adaptation 1 recursive least square 1 value-at-Risk 1
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Free 1 Undetermined 1
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Das, Atanu 1 Gao, Chenchen 1 Gong, Xianzhi 1 Sun, Fengchun 1 Xiong, Rui 1
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Applied Energy 1 Quantitative finance and economics 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
Did you mean: subject:"Recursive least squares" (35 results)
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Performance evaluation of modified adaptive Kalman filters, least means square and recursive least square methods for market risk beta and VaR estimation
Das, Atanu - In: Quantitative finance and economics 3 (2019) 1, pp. 124-144
Persistent link: https://www.econbiz.de/10012176444
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A data-driven based adaptive state of charge estimator of lithium-ion polymer battery used in electric vehicles
Xiong, Rui; Sun, Fengchun; Gong, Xianzhi; Gao, Chenchen - In: Applied Energy 113 (2014) C, pp. 1421-1433
least square algorithm based identification method, the parameter of the lumped parameter battery model can be updated at … the commercialization of electric vehicles. The paper attempts to make three contributions. (1) Through the recursive …
Persistent link: https://www.econbiz.de/10010718850
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