Recursive identification of certain structured time-varying state–space models (Q4367843)

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scientific article; zbMATH DE number 1093077
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Recursive identification of certain structured time-varying state–space models
scientific article; zbMATH DE number 1093077

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    Recursive identification of certain structured time-varying state–space models (English)
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    2 December 1997
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    forgetting factor
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    recursive prediction error
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    identification
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    time-varying
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    adaptive penalty weighting
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    balancing method
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