To the optimal identification of multivariate systems under perturbations of unknown covariances (Q1003062)

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To the optimal identification of multivariate systems under perturbations of unknown covariances
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    To the optimal identification of multivariate systems under perturbations of unknown covariances (English)
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    26 February 2009
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    parameter and covariance estimation
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    multivariate stochastic systems
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    special structure perturbations
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    estimates of covariance parameters
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