Identification of continuous-time AR processes from unevenly sampled data
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Publication:1613177
DOI10.1016/S0005-1098(01)00244-8zbMath1004.93013OpenAlexW2085802878MaRDI QIDQ1613177
Erik K. Larsson, Torsten Söderström
Publication date: 5 September 2002
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0005-1098(01)00244-8
system identificationconsistent estimatessampled dataleast-squares methodsautoregressive processuneven sampling
System identification (93B30) Least squares and related methods for stochastic control systems (93E24) Sampled-data control/observation systems (93C57)
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