Computing the gradient of the auxiliary quality functional in the parametric identification problem for stochastic systems (Q650040)

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Computing the gradient of the auxiliary quality functional in the parametric identification problem for stochastic systems
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    Computing the gradient of the auxiliary quality functional in the parametric identification problem for stochastic systems (English)
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    25 November 2011
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    Auxiliary Quality Functional (AQF) method
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    identifying of parameters
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    linear dynamical system
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    square root covariance filter
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