Identification of ARX models with markovian parameters
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Publication:4726157
DOI10.1080/00207178708933866zbMath0616.93073OpenAlexW2067423675MaRDI QIDQ4726157
Publication date: 1987
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207178708933866
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Identification in stochastic control theory (93E12)
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