Algorithm design strategies such as divide and conquer. Elementary techniques for analysis; asymptotic analysis, recursion equations, estimation methods, elementary combinatorial arguments.

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In this paper we propose a recursive online algorithm for estimating the parameters of a time-varying ARCH process. The estimation is done by updating the estimator at time point t - 1 with ...

An iterative/recursive algorithm is studied for recovering unknown sources of acoustic field with multifrequency measurement data. Under additional regularity assumptions on source functions, the ...