The CRB for parameter estimation in irregularly sampled continuous-time ARMA systems

IEEE Signal Processing Letters

Volumn 11, Issue 2 PART II, 2004, Pages 197-200

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

^a UPPSALA UNIVERSITY   (Sweden)

^b George Washington University   (United States)

Author keywords

Autoregressive moving average (ARMA) model; Continuous time; Irregular sampling; Nonuniform sampling; Parameter estimation

Indexed keywords

ASYMPTOTIC STABILITY; EIGENVALUES AND EIGENFUNCTIONS; MATHEMATICAL MODELS; MATRIX ALGEBRA; PARAMETER ESTIMATION; POLYNOMIALS; REGRESSION ANALYSIS; STATE SPACE METHODS; VECTORS; WHITE NOISE;

AUTOREGRESSIVE MOVING AVERAGE MODEL; CONTINUOUS TIME SYSTEMS; CRAMER-RAO BOUND;

SIGNAL PROCESSING;

EID: 0442279663     PISSN: 10709908     EISSN: None     Source Type: Journal    
DOI: 10.1109/LSP.2003.821743     Document Type: Article

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