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- W2727995087 abstract "Abstract The problem of parameters estimation in stochastic dynamic systems, described by linear stochastic difference equations, is considered. The proposed method of identification is a sequential modification of the least squares method (LSM). It enables to estimate the unknown parameters with a preassigned mean square accuracy at the moment of stopping observations. Noise distribution is assumed to be unknown. The method is applied to regression model when the noise is an autoregressive process with unknown parameters." @default.
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- W2727995087 date "1996-06-01" @default.
- W2727995087 modified "2023-09-25" @default.
- W2727995087 title "On Guaranteed Identification of Stochastic Dynamic Systems" @default.
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- W2727995087 doi "https://doi.org/10.1016/s1474-6670(17)58292-0" @default.
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