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The News of Altai State University
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1(15)2000
Mathematics

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S.G. Pushkov

Parameter estimation of the fitting realization: the square inconsistency function case

The paper is devoted to research of the problem of construction of the state space for a dynamical system given its input-output behavior. For linear stationary dynamical discrete-time systems, a method of parameter estimation of the fitting realization is offered. The case is considered when the function of inconsistency between observations and behavior of the system is square.

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