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The weighting consists of using a tapering coefficient
to minimize the weighted norm of the residuals:
It forces the algorithm to forget the ``old data'' in the minimization
problem: it extends the adaptive properties of the algorithm.
We can use the recursion results derived up to now, simply adapted to
another choice of scalar product:
Actually, only the covariances and correlation recursions are modified:
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(5) |

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** Next:** Statistical signification of
** Up:** THE LSL ALGORITHM
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Stanford Exploration Project

1/13/1998