Recursive prediction error algorithms without a stability test (Q1155576)

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scientific article; zbMATH DE number 3731907
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Recursive prediction error algorithms without a stability test
scientific article; zbMATH DE number 3731907

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    Recursive prediction error algorithms without a stability test (English)
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    1980
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    recursive prediction error algorithms
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    adaptive systems
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    computational methods
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    parameter estimation
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    prediction
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    stochastic systems
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    Kalman gain
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    exponential stability
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