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Hierarchical least squares based iterative estimation algorithm for multivariable Box-Jenkins-like systems using the auxiliary model

Zhening Zhang, Jie Jia, Ruifeng Ding. Hierarchical least squares based iterative estimation algorithm for multivariable Box-Jenkins-like systems using the auxiliary model. Applied Mathematics and Computation, 218(9):5580-5587, 2012. [doi]

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