Identification of non-linear stochastic systems by state dependent parameter estimation (Q3151515)
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English | Identification of non-linear stochastic systems by state dependent parameter estimation |
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Identification of non-linear stochastic systems by state dependent parameter estimation (English)
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16 October 2002
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parameter estimation
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identification
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state dependent parameters
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recursive filtering
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fixed interval smoothing
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maximum likelihood
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prediction error decomposition
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data reordering
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nonlinear stochastic systems
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