Estimation of continuous-time stochastic signals from sample covariances

IEEE Transactions on Signal Processing

Volumn 56, Issue 2, 2008, Pages 821-825

  Mossberg, Mossberg ^a  

^a KARLSTAD UNIVERSITY   (Sweden)

Author keywords

Autoregressive moving average (ARMA) processes; Continuous time systems; Covariance function; Covariance matrix; Estimation; Stochastic processes

Indexed keywords

COMPUTER SIMULATION; COVARIANCE MATRIX; CRAMER-RAO BOUNDS; ESTIMATION; MONTE CARLO METHODS; RANDOM PROCESSES; SIGNAL ANALYSIS;

AUTOREGRESSIVE MOVING AVERAGE PROCESSES; COVARIANCE FUNCTION; SAMPLE COVARIANCES; STOCHASTIC CONTINUOUS-TIME SIGNALS;

CONTINUOUS TIME SYSTEMS;

EID: 39649107552     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2007.907829     Document Type: Article

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