A simplified on-line multivariable stochastic system state model parameters estimation algorithm is developed.

本文提出了一种简化的多变量随机系统状态模型参数在线辨识方法。

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In this paper, the identification problem of stochastic multivariable continuous-time system which is described by a stochastic vector differential equation is discussed.

本文讨论了由随机向量微分方程描述的多变量连续系统的辨识问题。

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