Which method is better for slow time-varying parameter estimation:Recursive Least-Squares Estimator Vs Joint state and parameter estimation using EKF?

I have a linear discrete time-varying State-Space model, I am trying to estimate the slow-varying parameters (delta variation of parameters for K+1,K is around 10^-10). normal KF wouldn't work for...

04 April 2019 7,957 4 View