EM-based identification of continuous-time ARMA models from irregularly sampled data
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Cites work
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- scientific article; zbMATH DE number 44386 (Why is no real title available?)
- scientific article; zbMATH DE number 107524 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- Identification of Continuous-Time ARX Models From Irregularly Sampled Data
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Cited in
(14)- Identification of continuous-time AR processes from unevenly sampled data
- Collaborative linear dynamical system identification by scarce relevant/irrelevant observations
- Expectation-maximization algorithm for bilinear systems by using the Rauch-Tung-Striebel smoother
- A novel recursive learning identification scheme for Box-Jenkins model based on error data
- Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies
- Frequency-domain identification of continuous-time ARMA models from sampled data
- Robust time-domain output error method for identifying continuous-time systems with time delay
- High-Accuracy Instrumental Variable Identification of Continuous-Time Autoregressive Processes From Irregularly Sampled Noisy Data
- A Sampling Theory Approach for Continuous ARMA Identification
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- Continuous-time model identification: application on a behavioural (miLife) study
- Kernel-based identification of asymptotically stable continuous-time linear dynamical systems
- Bias correction-based recursive estimation for dual-rate output-error systems with sampling noise
- Identification of linear continuous-time systems under irregular and random output sampling
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