@article{recursivealgorithmsforsparseparameter, title = {Recursive Algorithms for Sparse Parameter Identification of Multivariate Stochastic Systems with Non-stationary Observations}, author = {Yanxin Fu and Wenxiao Zhao}, year = {2025}, eprint = {2505.00323}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2505.00323v2}, }