Real time continuous AR parameter estimation from randomly sampled observations

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

Volumn 2, Issue , 2002, Pages

  Rivoira, A ^a   Moudden, Y ^a   Fleury, G ^a  

^a SUPELEC   (France)

Author keywords

[No Author keywords available]

Indexed keywords

GAUSSIAN NOISE (ELECTRONIC); MATHEMATICAL MODELS; POISSON DISTRIBUTION; RANDOM PROCESSES; STATE SPACE METHODS; STATISTICAL METHODS; VECTORS;

CONTINUOUS AR PARAMETER ESTIMATION; PSEUDO CORRELATION VECTOR;

PARAMETER ESTIMATION;

EID: 0036297856     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/icassp.2002.5744954     Document Type: Conference Paper

References (7)

1. Continuous-time AR process parameter estimation from discrete-time data
2. Fitting a continuous time autoregression to discrete data
3. Spectral analysis of randomly sampled signals
4. Fast generation of synthetic nonuniformly sampled signals: From quantized ton continuous sampling intervals
5. Alias-free sampling of random noise
6. Computing stochastic continuous-time models from ARMA models
7. Numerical analysis of the non-uniform sampling problem