Variance Analysis of a Cross-Covariance Matching Method for Continuous-Time ARX Parameter Estimation

DOI10.1109/TAC.2008.919554zbMath1367.93630OpenAlexW1969387908MaRDI QIDQ4974224

Magnus Mossberg

Publication date: 8 August 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2008.919554

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)

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