An efficient order recursive algorithm with a lattice structure for estimating continuous-time AR process parameters

DOI10.1016/S0005-1098(96)00161-6zbMath0876.93091OpenAlexW1999819428MaRDI QIDQ1356129

Howard Fan

Publication date: 7 July 1997

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(96)00161-6

zbMATH Keywords

lattice structurenormal equationAR process identificationorder recursive algorithm

Mathematics Subject Classification ID

System identification (93B30) Identification in stochastic control theory (93E12)

Cites Work

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