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scientific article; zbMATH DE number 1123656
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Iterative Least Squares Estimation and Identification of the Transfer Function Model
scientific article; zbMATH DE number 1123656

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    Iterative Least Squares Estimation and Identification of the Transfer Function Model (English)
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    4 March 1998
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    autocovariance function
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    cross-correlation function
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    Yule-Walker equations
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    least squares estimates
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    model identification
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    time series
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    transfer function models
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