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Adaptive Filtering Prediction and Control

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This unified survey focuses on linear discrete-time systems and explores the natural extensions to nonlinear systems. In keeping with the importance of computers to practical applications, the authors emphasize discrete-time systems. Their approach summarizes the theoretical and practical aspects of a large class of adaptive algorithms. 1984 edition.

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Adaptive Filtering Prediction and Control, Graham C. Goodwin, Stefan F. Graebe

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2009
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