EM-based identification of continuous-time ARMA models from irregularly sampled data (Q510135): Difference between revisions

@@ Property / author @@
-Feng-Wei Chen
@@ Property / author: Feng-Wei Chen / rank @@
-Normal rank
@@ Property / author @@
-Tao Liu
@@ Property / author: Tao Liu / rank @@
-Normal rank
@@ Property / author @@
+Tao Liu
@@ Property / author: Tao Liu / rank @@
+Normal rank
@@ Property / author @@
+Feng-Wei Chen
@@ Property / author: Feng-Wei Chen / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E12
@@ Property / Mathematics Subject Classification ID: 93E12 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C57
@@ Property / Mathematics Subject Classification ID: 93C57 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E10
@@ Property / Mathematics Subject Classification ID: 93E10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6685195
@@ Property / zbMATH DE Number: 6685195 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+continuous-time ARMA model
@@ Property / zbMATH Keywords: continuous-time ARMA model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+maximum-likelihood
@@ Property / zbMATH Keywords: maximum-likelihood / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+expectation-maximization
@@ Property / zbMATH Keywords: expectation-maximization / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+irregularly sampled data
@@ Property / zbMATH Keywords: irregularly sampled data / rank @@
+Normal rank
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+System Identification Toolbox
@@ Property / describes a project that uses: System Identification Toolbox / rank @@
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@@ Property / describes a project that uses @@
+astsa
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+Publication
@@ Property / MaRDI profile type: Publication / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.automatica.2016.11.020
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+W2577978871
@@ Property / OpenAlex ID: W2577978871 / rank @@
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@@ Property / cites work @@
+Dual time-frequency domain system identification
@@ Property / cites work: Dual time-frequency domain system identification / rank @@
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+An EM-based identification algorithm for a class of hybrid systems with application to power electronics
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+The derivative of the exponential matrix with respect to a matrix
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+Exact filters for Newton-Raphson parameter estimation algorithms for continuous-time partially observed stochastic systems
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+Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm
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+Q4139463
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@@ links / mardi / name / links / mardi / name @@
+Publication:510135