Yoshimi Monden, Masashi Yamada, Suguru Arimoto. A new recursive method for identification of multivariate linear systems from impulse response and output covariance information. In IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP '81, Atlanta, Georgia, USA, March 30 - April 1, 1981. pages 890-893, IEEE, 1981. [doi]
Abstract is missing.