On possibilities for estimating continuous-time ARMA parameters

IFAC Proceedings Volumes (IFAC-PapersOnline)

Volumn 36, Issue 16, 2003, Pages 621-626

  Larsson, Erik K ^a   Mossberg, Magnus ^b  

^a UPPSALA UNIVERSITY   (Sweden)

^b KARLSTAD UNIVERSITY   (Sweden)

Author keywords

Continuous time ARMA process; estimation; sampling

Indexed keywords

CONTINUOUS TIME SYSTEMS; ESTIMATION; MAXIMUM LIKELIHOOD ESTIMATION; SAMPLING;

ARMA PROCESS; CONTINUOUS-TIME; DISCRETE-TIME DATA; ESTIMATION PROBLEM; INSTRUMENTAL VARIABLE METHODS; MAXIMUM LIKELIHOOD METHODS; PREDICTION ERROR METHOD;

PARAMETER ESTIMATION;

EID: 79960727099     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1016/S1474-6670(17)34830-9     Document Type: Conference Paper

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