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

@@ Property / cites work @@
+Dual time-frequency domain system identification
@@ Property / cites work: Dual time-frequency domain system identification / rank @@
+Normal rank
@@ Property / cites work @@
+An EM-based identification algorithm for a class of hybrid systems with application to power electronics
+Normal rank
@@ Property / cites work @@
+The derivative of the exponential matrix with respect to a matrix
+Normal rank
@@ Property / cites work @@
+Exact filters for Newton-Raphson parameter estimation algorithms for continuous-time partially observed stochastic systems
+Normal rank
@@ Property / cites work @@
+Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm
+Normal rank
@@ Property / cites work @@
+Q4139463
@@ Property / cites work: Q4139463 / rank @@
+Normal rank
@@ Property / cites work @@
+Reconstruction of continuous-time systems from their non-uniformly sampled discrete-time systems
+Normal rank
@@ Property / cites work @@
+Likelihood Inference for Discretely Observed Nonlinear Diffusions
+Normal rank
@@ Property / cites work @@
+Robust maximum-likelihood estimation of multivariable dynamic systems
+Normal rank
@@ Property / cites work @@
+Sampling and Sampled-Data Models: The Interface Between the Continuous World and Digital Algorithms
+Normal rank
@@ Property / cites work @@
+A Sampling Theory Approach for Continuous ARMA Identification
+Normal rank
@@ Property / cites work @@
+Identification of Continuous-Time ARX Models From Irregularly Sampled Data
+Normal rank
@@ Property / cites work @@
+Issues in sampling and estimating continuous-time models with stochastic disturbances
+Normal rank
@@ Property / cites work @@
+Estimation of Continuous-Time Stochastic Signals From Sample Covariances
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+System identification of nonlinear state-space models
+Normal rank
@@ Property / cites work @@
+AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
+Normal rank
@@ Property / cites work @@
+Q4023126
@@ Property / cites work: Q4023126 / rank @@
+Normal rank
@@ Property / cites work @@
+Discrete-time stochastic systems. Estimation and control.
+Normal rank
@@ Property / cites work @@
+Q3993512
@@ Property / cites work: Q3993512 / rank @@
+Normal rank
@@ Property / cites work @@
+Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes
+Normal rank
@@ Property / cites work @@
+Computing integrals involving the matrix exponential
+Normal rank
@@ Property / cites work @@
+Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models
+Normal rank
@@ Property / cites work @@
+Linear multivariable systems
@@ Property / cites work: Linear multivariable systems / rank @@
+Normal rank