The innovation algorithms for multivariable state‐space models (Q5128848)

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scientific article; zbMATH DE number 7265725
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The innovation algorithms for multivariable state‐space models
scientific article; zbMATH DE number 7265725

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    The innovation algorithms for multivariable state‐space models (English)
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    26 October 2020
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    gradient search
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    multi-innovation identification
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    multivariate system
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    parameter estimation
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