An efficient order recursive algorithm with a lattice structure for estimating continuous-time AR process parameters

Automatica

Volumn 33, Issue 3, 1997, Pages 305-317

  Fan, Howard ^a  

^a University of Cincinnati   (United States)

Author keywords

Continuous time AR process; Lattice; Order recursive algorithm; Parameter estimation; Stability test

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; LYAPUNOV METHODS; MATRIX ALGEBRA; SYSTEM STABILITY;

CONTINUOUS TIME AUTO REGRESSIVE PROCESS PARAMETERS; LATTICE STRUCTURE; ORDER RECURSIVE ALGORITHM; STABILITY TEST;

PARAMETER ESTIMATION;

EID: 0031084756     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0005-1098(96)00161-6     Document Type: Article

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