메뉴 건너뛰기




Volumn 23, Issue , 2004, Pages 187-192

Parameter estimation in continuous-time stochastic signals using covariance functions

Author keywords

Estimation; Identification; Systems Theory

Indexed keywords

DIFFERENTIAL AMPLIFIERS; DISCRETE TIME CONTROL SYSTEMS; IDENTIFICATION (CONTROL SYSTEMS); MATHEMATICAL OPERATORS; MATRIX ALGEBRA; PROBLEM SOLVING; RANDOM PROCESSES; SIGNAL PROCESSING;

EID: 11844283292     PISSN: 10258973     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (3)

References (15)
  • 1
    • 49849124931 scopus 로고
    • On the choice of sampling rates in parametric identification of time series
    • K. J. Aström. On the choice of sampling rates in parametric identification of time series. Information Sciences, 1:273-278, 1969.
    • (1969) Information Sciences , vol.1 , pp. 273-278
    • Aström, K.J.1
  • 4
    • 0010690164 scopus 로고
    • An IV scheme for estimating continuous-time stochastic models from discrete-time data
    • Copenhagen, Denmark, July 4-6
    • S. Bigi, T. Söderström, and B. Carlsson. An IV scheme for estimating continuous-time stochastic models from discrete-time data. In Proc. 10th IFAC Symp. System Identification (SYSID), volume 3, pages 645-650, Copenhagen, Denmark, July 4-6 1994.
    • (1994) Proc. 10th IFAC Symp. System Identification (SYSID) , vol.3 , pp. 645-650
    • Bigi, S.1    Söderström, T.2    Carlsson, B.3
  • 5
    • 0033327774 scopus 로고    scopus 로고
    • A note on sampling and parameter estimation in linear stochastic systems
    • November
    • T. E. Duncan, P. Mandl, and B. Pasik-Duncan. A note on sampling and parameter estimation in linear stochastic systems. IEEE Trans. on Automatic Control, 44(11):2120-2125, November 1999.
    • (1999) IEEE Trans. on Automatic Control , vol.44 , Issue.11 , pp. 2120-2125
    • Duncan, T.E.1    Mandl, P.2    Pasik-Duncan, B.3
  • 6
    • 79960727099 scopus 로고    scopus 로고
    • On possibilities for estimating continuous-time ARMA parameters
    • Rotterdam, The Netherlands, August 27-29 Invited session
    • E. K. Larsson and M. Mossberg. On possibilities for estimating continuous-time ARMA parameters. In Proc. 13th IFAC Symp. System Identification (SYSID), pages 641-646, Rotterdam, The Netherlands, August 27-29 2003. Invited session.
    • (2003) Proc. 13th IFAC Symp. System Identification (SYSID) , pp. 641-646
    • Larsson, E.K.1    Mossberg, M.2
  • 7
    • 0004092085 scopus 로고    scopus 로고
    • Prentice-Hall, Upper Saddle River, NJ, USA, 2nd edition
    • L. Ljung. System Identification. Prentice-Hall, Upper Saddle River, NJ, USA, 2nd edition, 1999.
    • (1999) System Identification
    • Ljung, L.1
  • 9
    • 33645399609 scopus 로고    scopus 로고
    • System identification by approximating the differentiation operator-accuracy analysis and results
    • Karlsruhe, Germany, August 31-September 3 Invited session
    • M. Mossberg and T. Söderström. System identification by approximating the differentiation operator-accuracy analysis and results. In Proc. European Control Conf. (ECC), Karlsruhe, Germany, August 31-September 3 1999. Invited session.
    • (1999) Proc. European Control Conf. (ECC)
    • Mossberg, M.1    Söderström, T.2
  • 11
    • 84918948469 scopus 로고
    • Modeling of continuous stochastic processes from discrete observations with application to sunspots data
    • M. S. Phadke and S. M. Wu. Modeling of continuous stochastic processes from discrete observations with application to sunspots data. J. American Stat. Assoc., 69(346):325-329, 1974.
    • (1974) J. American Stat. Assoc. , vol.69 , Issue.346 , pp. 325-329
    • Phadke, M.S.1    Wu, S.M.2
  • 12
    • 0034259304 scopus 로고    scopus 로고
    • Estimation of continuous time autoregressive models from finely sampled data
    • D-T. Pham. Estimation of continuous time autoregressive models from finely sampled data. IEEE Trans. Signal Processing, 48(9):2576-2584, 2000.
    • (2000) IEEE Trans. Signal Processing , vol.48 , Issue.9 , pp. 2576-2584
    • Pham, D.-T.1
  • 15
    • 0342656535 scopus 로고    scopus 로고
    • Performance evaluation of methods for identifying continuous-time autoregressive processes
    • January
    • T. Söderström and M. Mossberg. Performance evaluation of methods for identifying continuous-time autoregressive processes. Automatica, 36(l):53-59, January 2000.
    • (2000) Automatica , vol.36 , Issue.50 , pp. 53-59
    • Söderström, T.1    Mossberg, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.