book chapterLecture notes in control and information sciencesOct 5, 2005Closed access

Linear stochastic systems

CPCaines, Peter E. 1945-
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  • CP
    Caines, Peter E. 1945-Corresponding

Topics & keywords

Topics
Keywords
  • Mathematics
  • Realization (probability)
  • Continuous-time stochastic process
  • Identification (biology)
  • System identification
  • Estimation theory
  • Discrete-time stochastic process
  • Stochastic approximation
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