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Estimates of the visit time in the halfline for a stochastic process

✍ Scribed by Yu. F. Daniev; I. A. Kushch


Book ID
112474380
Publisher
Springer
Year
1992
Tongue
English
Weight
263 KB
Volume
44
Category
Article
ISSN
0041-5995

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An algorithm is given to estimate the noise eovariance matrices for a linear, discrete, time-varying stochastic system. If these matrices are linear with respect to a set of aparameters, it is found that the correlation products of the innovations sequence is also linear in these parameters. The fac