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A robust and efficient system identification method for a state-space model with heavy-tailed process and measurement noises

Yulong Huang, Yonggang Zhang, Ning Li, Syed Mohsen Naqvi, Jonathon A. Chambers. A robust and efficient system identification method for a state-space model with heavy-tailed process and measurement noises. In 19th International Conference on Information Fusion, FUSION 2016, Heidelberg, Germany, July 5-8, 2016. pages 441-448, IEEE, 2016. [doi]

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