Recursive Identification and Adaptive Prediction in Linear Stochastic Systems (Q3978272)

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Recursive Identification and Adaptive Prediction in Linear Stochastic Systems
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    Recursive Identification and Adaptive Prediction in Linear Stochastic Systems (English)
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    25 June 1992
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    extended stochastic Lyapunov function
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    martingale limit theorems
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    ARMAX predictors
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    likelihood algorithms
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