Single sample modal identification of a nonstationary stochastic process

DOI10.1109/TAC.1985.1103787zbMath0557.93066MaRDI QIDQ3221858

Jean-Jacques Fuchs, Albert Benveniste

Publication date: 1985

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

zbMATH Keywords

Gauss-Markov processrealization algorithmspole parameters

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Sampled-data control/observation systems (93C57) Identification in stochastic control theory (93E12) Model systems in control theory (93C99)

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