Auxiliary model based multi-innovation extended stochastic gradient parameter estimation with colored measurement noises (Q1032409)

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Auxiliary model based multi-innovation extended stochastic gradient parameter estimation with colored measurement noises
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    Auxiliary model based multi-innovation extended stochastic gradient parameter estimation with colored measurement noises (English)
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    26 October 2009
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    parameter estimation
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    multi-innovation identification theory
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    LMS
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    stochastic gradient
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    output error models
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    output error moving average (OEMA) models
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