The Cramér-Rao bound for continuous-time autoregressive parameter estimation with irregular sampling

Circuits, Systems, and Signal Processing

Volumn 21, Issue 6, 2002, Pages 581-601

  Larsson, Erik G ^a   Larsson, Erik K ^b  

^a UNIVERSITY OF FLORIDA   (United States)

^b UPPSALA UNIVERSITY   (Sweden)

Author keywords

Continuous time autoregressive process; Cram r Rao Bound; Irregular sampling; Nonuniform sampling; Parameter estimation

Indexed keywords

CONTROL; MATHEMATICAL MODELS; NUMERICAL METHODS; SAMPLING; SIGNAL PROCESSING; TIME SERIES ANALYSIS;

POLYNOMIAL-PHASE SIGNALS;

PARAMETER ESTIMATION;

EID: 0036880521     PISSN: 0278081X     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00034-002-0805-6     Document Type: Article

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