Decision theoretic approach to real-time robust identification (Q3487257)

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Decision theoretic approach to real-time robust identification
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    Decision theoretic approach to real-time robust identification (English)
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    1990
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    decision-theoretic approach
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    disturbance uncertainty
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    unknown disturbance statistics
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    game theory
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    asymptotic estimation error covariance matrix
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    stochastic gradient-type algorithm
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    suboptimal
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    time-invariant
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