Prediction error identification of linear dynamic networks with rank-reduced noise (Q1716605)

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Prediction error identification of linear dynamic networks with rank-reduced noise
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    Prediction error identification of linear dynamic networks with rank-reduced noise (English)
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    5 February 2019
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    system identification
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    dynamic networks
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    maximum likelihood
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    rank-reduced noise
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    consistency
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    variance
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    Cramér-Rao lower bound
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