Cramér-Rao bounds for continuous-time AR parameter estimation with irregular sampling

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn 5, Issue , 2001, Pages 3097-3100

  Larsson, E K ^a   Larsson, E G ^a  

^a UPPSALA UNIVERSITY   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL MODELS; POLYNOMIALS; RANDOM PROCESSES; WHITE ACOUSTIC NOISE;

CALCULUS; CONTINUOUS TIME AUTOREGRESSIVE MODEL; CRAMER-RAO BOUNDS;

PARAMETER ESTIMATION;

EID: 0034854812     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (11)

1. Approaches for identifying continuous-time AR processes from unevenly sampled data
2. On the prediction error method for estimating continuous-time models from unevenly sampled data
3. On the Cramér-Rao lower bound for estimating continuous-time autogregressive parameters
4. On computing the asymptotic accuracy of estimated linear state space models
5. Performance bounds for polynomial phase parameter estimation with nonuniform and random sampling schemes
6. On the Cramér-Rao bound for continuous-time AR parameter estimation with irregular sampling