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Recursive Adaptive Algorithms for Fast and Rapidly Time-Varying Systems

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Figure

Fig. 1. Track a ramp time-varying system by (a), (c) the RLS algorithm and (b), (d) the T-RLS algorithm
Fig. 2. MDL values of the T-RLS algorithm for different order trend models.
Fig. 4. Comparison of the wavelet detector with the T & L detector. (a) Original signal
Fig. 6. An ARX(2, 1) abruptly changing system identification by the RLS-MTLD algorithm

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