delta : float, default=0.01 Normalization factor of the P matrix. lam : float, default=0.98 Forgetting factor of the Recursive Least Squares method. Note that we define a specific set of noise regressors. extended_least_squares : bool, default=False Whether to use extended least squares method for parameter estimation. estimate_parameter : bool, default=True Whether to estimate the model parameters. estimator : str, default="least_squares" The parameter estimation method. loss_func : str, default="metamss_loss" The loss function to be minimized. xlag : int, default=2 The maximum lag of the input. Parameters - ylag : int, default=2 The maximum lag of the output. \[ y_k= F^\ell[y_$ and $d$ is a time delay typically set to $d=1$.
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |