Estimation of continuous-time autoregressive model from finely sampled data

IEEE Transactions on Signal Processing

Volumn 48, Issue 9, 2000, Pages 2576-2584

  Pham, Dinh Tuan ^a  

^a IMAG CNRS   (France)

Author keywords

Bias correction; Continuous time autoregressive process; Levison Durbin algorithm; Maximum likelihood

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; COMPUTATIONAL METHODS; COMPUTER SIMULATION; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD ESTIMATION; POLYNOMIALS; REGRESSION ANALYSIS;

AUTOREGRESSIVE MOVING AVERAGE; CONTINUOUS TIME AUTOREGRESSIVE MODEL; FINELY SAMPLED DATA; LEVISON-DURBIN ALGORITHM;

SIGNAL PROCESSING;

EID: 0034259304     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.863060     Document Type: Article

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