最后讨论了随机系统参数递推估算的综合方法。

Finally, a synthesis method for recursive parameter estimation of a stochastic system is also discussed.

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针对时滞、阶数和系数皆未知的离散时间线性随机控制系统（ARMAX模型），提出一种对时滞、阶数和系数同时进行递推估计的算法。

This paper proposes a new recursive estimate algorithm for unknown time-delay, orders and coefficients of linear discrete-time stochastic control systems (ARMAX model).

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将数据缺失方式划分为随机缺失，非随机缺失与完全随机缺失，这对于合理编写缺失数据推估程序，正确选用估算方法有很重要的意义。

It is very important to divide the missing data into three manners: missing at random (MAR), missing not at random (MNAR) and missing completely at random (MCAR).

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