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

All applications show that adaptive modeling, based on the design and the optimization of recursive algorithms, leads to significant improvements of the forecasting performance. The Journal of the ...

The estimation problem in the linear model with prior information on a subvector of parameters is studied. The recursive least squares algorithm is extended to the case of singular matrices of ...