A Kalman filter type of extension to a d
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M.W.A. Smith; A.P. Roberts
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Article
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1978
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Elsevier Science
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English
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It is shown that a method for the identification of deterministic systems derived from the Kalman filter is related to a gradient technique of parameter estimation and that the range of problems to which the gradient method may be applied is thereby extended. Various versions of the discrete-time al