Estimation of continuous-time AR process parameters from discrete-time data

IEEE Transactions on Signal Processing

Volumn 47, Issue 5, 1999, Pages 1232-1244

  Howard Fan, H ^a,b   Söderström, Torsten ^b   Mossberg, Magnus ^c   Carlsson, Bengt ^b   Zou, Yuanjie ^c  

^a IEEE   (United States)

^b University of Cincinnati   (United States)

^c UPPSALA UNIVERSITY   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

BIAS COMPENSATION; CONTINUOUS TIME AUTOREGRESSIVE PROCESS; LINEAR REGRESSION;

COMPUTATIONAL COMPLEXITY; COMPUTER SIMULATION; LEAST SQUARES APPROXIMATIONS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; REGRESSION ANALYSIS; SAMPLING;

DATA PROCESSING;

EID: 0032669484     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.757211     Document Type: Article

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