Recursive least squares
This is part of the course 02417 Time Series Analysis as it was given in the fall of 2017 and spring 2018.
The full playlist is here:
https://www.youtube.com/playlist?list=PLtiTxpFJ4k6TZ0g496fVcQpt_-XJRNkbi
You can download the slides here:
https://drive.google.com/drive/folders/1OYamq8_PONteNHEdgkEG-jLvraeaGOp6?usp=sharing
The course is based on the book:
Time Series Analysis by Henrik Madsen: http://henrikmadsen.org/books/time-series-analysis/
