Strongly consistent coefficient estimate for errors-in-variables models (Q814009): Difference between revisions

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+Identification of scalar errors-in-variables models with dynamics
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+IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS
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+Q4010408
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+Parameter estimation for ARMA processes with errors in models
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+Identification and stochastic adaptive control
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+Time series and linear systems
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+Least-squares identification for ARMAX models without the positive real condition
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+Time delay estimation in unknown Gaussian spatially correlated noise
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+A Structure Theory for Linear Dynamic Errors-in-Variables Models
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+On the uniqueness of prediction error models for systems with noisy input-output data
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+Identification of stochastic linear systems in presence of input noise
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+Stochastic system identification with noisy input using cumulant statistics
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