Anyone know how to esimate parameters in the system:
   
  x[k]=Ax[k-1]+ B + Gv[k-1]
  y[k]=x[k]+Du[k]+Hw[k]
   
  a system with exogenous u[k] in the measurement eq., v,w are iid, both eq. are gaussian.
   
  Thanks,
  Oyvind 
   

 		
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