Stochastic theory of continuous-time state-space identification

IEEE Transactions on Signal Processing

Volumn 47, Issue 1, 1999, Pages 41-51

  Johansson, Rolf ^a   Verhaegen, Michel ^a   Chou, Chun Tung ^a  

^a LUND INSTITUTE OF TECHNOLOGY   (Sweden)

Author keywords

Continuous time; State space system; System identification

Indexed keywords

ALGORITHMS; MATHEMATICAL MODELS; RANDOM PROCESSES; RICCATI EQUATIONS; STATE SPACE METHODS;

CONTINUOUS-TIME SYSTEMS; INPUT-OUTPUT SEQUENCES;

SIGNAL PROCESSING;

EID: 0032733686     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.738238     Document Type: Article

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