Estimation of Continuous-Time Stochastic Signals From Sample Covariances

DOI10.1109/TSP.2007.907829zbMath1390.94657OpenAlexW2109999880MaRDI QIDQ4567692

Magnus Mossberg

Publication date: 27 June 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2007.907829

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Sampling theory in information and communication theory (94A20)

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