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Recursive algorithm for estimating the parameters of multidimensional discrete linear dynamic systems of different orders with errors on the input
Vestnik rossijskih universitetov. Matematika, Tome 23 (2018) no. 124, pp. 707-716 Cet article a éte moissonné depuis la source Math-Net.Ru

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The paper presents a recurrent algorithm for estimating the parameters of multidimensional discrete linear dynamical systems of different orders with input errors, described by white noise. It is proved that the obtained estimates using stochastic gradient algorithm for minimization of quadratic forms are highly consistent.
Keywords: different order, recurrent estimation of parameters, highly consistent estimates, linear dynamic system, interference in the input signals. 
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     author = {I. Sandler},
     title = {Recursive algorithm for estimating the parameters of multidimensional discrete linear dynamic systems of different orders with errors on the input},
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     url = {http://geodesic.mathdoc.fr/item/VTAMU_2018_23_124_a14/}
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I. Sandler. Recursive algorithm for estimating the parameters of multidimensional discrete linear dynamic systems of different orders with errors on the input. Vestnik rossijskih universitetov. Matematika, Tome 23 (2018) no. 124, pp. 707-716. http://geodesic.mathdoc.fr/item/VTAMU_2018_23_124_a14/

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