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System identification—Theory for the user

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AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM

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Effective construction of linear state-variable models from input/output functions.

B. L. Ho, R. E. Kalman · NASA Technical Reports Server (NASA) · 1965 · 814 citations

State Estimation, Minimal Realizations, Nonlinear System Identification +9