A note on exact correspondences between adaptive learning algorithms and the Kalman filter

C-Tier
Journal: Economics Letters
Year: 2013
Volume: 118
Issue: 1
Pages: 139-142

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We extend the correspondences between adaptive learning algorithms and the Kalman filter to formulations with time-varying gains. Our correspondences hold exactly, in a computational implementation sense, and we discuss how they relate to previous approximate correspondences found in the literature.

Technical Details

RePEc Handle
repec:eee:ecolet:v:118:y:2013:i:1:p:139-142
Journal Field
General
Author Count
2
Added to Database
2026-01-24