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Continuous-time AR process parameter estimation in presence of additive white noise
Uppsala University, Teknisk-naturvetenskapliga vetenskapsområdet, Mathematics and Computer Science, Department of Information Technology. Uppsala University, Teknisk-naturvetenskapliga vetenskapsområdet, Mathematics and Computer Science, Department of Information Technology, Automatic control. AUTOMATIC CONTROL.
1999 (English)In: IEEE Transactions on Signal Processing, Vol. 47, no 12, 3392-3398 p.Article in journal (Refereed) Published
Abstract [en]

Most existing work so far on continuous-time AR (CAR) parameter estimation concentrates on the noiseless measurement case. When measurement noise is present, our previous results on CAR parameter estimation need to he revised accordingly. Here we model th

Place, publisher, year, edition, pages
1999. Vol. 47, no 12, 3392-3398 p.
Keyword [en]
autoregressive processes; continuous-time systems; Gaussian noise; least squares methods; parameter estimation; sampling methods
Identifiers
URN: urn:nbn:se:uu:diva-27311OAI: oai:DiVA.org:uu-27311DiVA: diva2:55206
Note
Addresses: Fan HH, Univ Cincinnati, Dept Elect & Comp Engn, Cincinnati, OH 45221 USA. Univ Cincinnati, Dept Elect & Comp Engn, Cincinnati, OH 45221 USA. Uppsala Univ, Dept Syst & Control, Uppsala, Sweden.Available from: 2005-05-05 Created: 2005-05-05 Last updated: 2011-01-14

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