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Subject: Re: What is the best program for predicting y based on x1,x2,x3,...?

Author: GuyHaworth

Date: 14:20:02 06/30/02

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Surely, quite a deep and open question.

What 'system identification' techniques are to hand these days?

Kalman filters were talked of when I was close to this [30 years ago :-( ].

But even then, you had to make a decision about whether the outputs were a
linear combination of some past inputs, delayed or not.

g



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