On least-squares identification of stochastic linear systems with noisy input-output data
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DOI<131::AID-ACS535>3.0.CO;2-0 10.1002/(SICI)1099-1115(199905)13:3<131::AID-ACS535>3.0.CO;2-0zbMath0939.93045MaRDI QIDQ4262781
Publication date: 5 July 2000
Full work available at URL: https://doi.org/10.1002/(sici)1099-1115(199905)13:3<131::aid-acs535>3.0.co;2-0
parameter estimation; least-squares identification; bias correction technique; discrete-time input output stochastic systems
93E24: Least squares and related methods for stochastic control systems
93E12: Identification in stochastic control theory
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