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A New Approach to System Identification and State Estimation

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1 Author(s)

An effective on-line procedure is presented for system identification and state estimation for multiple-input multiple-output linear systems. The proposed solution offers consistent system identification, bounding of the steady-state covariance, and computational savings. Also, this solution is applicable to a larger class of problems than previously proposed solutions.

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Systems, Man and Cybernetics, IEEE Transactions on  (Volume:SMC-2 ,  Issue: 3 )