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Publication:3030015
zbMATH Open0626.62037MaRDI QIDQ3030015
Publication date: 1987
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recursive algorithmM-estimatesrobust estimationweighted least-squares procedureleast-squares algorithmslinear dynamical system of known finite order
Robustness and adaptive procedures (parametric inference) (62F35) Estimation and detection in stochastic control theory (93E10)
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