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- W1570966198 abstract "A linear time-varying stochastic system described in terms of input-output data corrupted by noise is given and an optimal, time-invariant, low-order approximating model is required. After the problem statement, the paper introduces an input-independent criterion and then considers the problem of its evaluation from the available data. A procedure is developed in order to obtain in closed form the upper bound, corresponding to a given level of probability, of the error functional. Finally, the minimization of this quantity leads to the optimal model parameters and to the approximation measure." @default.
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- W1570966198 date "1976-01-01" @default.
- W1570966198 modified "2023-10-18" @default.
- W1570966198 title "On the approximation of time-varying stochastic systems" @default.
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- W1570966198 doi "https://doi.org/10.1007/3-540-07623-9_321" @default.
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