Spectral density based estimation of continuous‐time ARMAX process parameters (Q5416946)
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scientific article; zbMATH DE number 6295752
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral density based estimation of continuous‐time ARMAX process parameters |
scientific article; zbMATH DE number 6295752 |
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Spectral density based estimation of continuous‐time ARMAX process parameters (English)
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15 May 2014
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estimation
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continuous-time ARMAX process
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continuous-time Yule-Walker equation
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spectral density
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regularized least squares
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