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It is assumed that \\(\\{u(t)\\}\\) is a zero-mean wide-sense Gaussian stationary process with exponentially decaying autocorrelation function \\(r_u(i)\\), \\(\\{e(t)\\}\\) is independent of \\(\\{u(t)\\}\\) zero-mean sequence of i.i.d. random variables with finite variance \\(\\sigma_e^2\\) and \\(\\{\\theta(t)\\}\\) is a uniformly bounded sequence. Given \\(r_u(i)\\) and \\(\\sigma_e^2\\), the goal is to estimate sequence \\(\\{\\theta(t)\\}\\) based on the observations in sequence \\(\\{y(t)\\}\\).   In the article a two-stage identification procedure is proposed. At the first stage a preestimation of parameter trajectories is implemented which results in unbiased but very noisy estimates. At the second stage preestimated trajectories are filtered (so, this is a postfiltering stage) using the basis function framework. Method of postfilter settings is based on parallel estimation and cross-validatory analysis. 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