State and parameter estimation for dynamic systems with colored noise: an accuracy approach based on the minimum discrepancy measure (Q3987147)
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English | State and parameter estimation for dynamic systems with colored noise: an accuracy approach based on the minimum discrepancy measure |
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State and parameter estimation for dynamic systems with colored noise: an accuracy approach based on the minimum discrepancy measure (English)
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28 June 1992
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ARMA order determination criterion
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colored measurement noise
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minimum discrepancy measure
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Gaussian white noise
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algorithms
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