Recursive estimation of impulse response function using covariance information in linear continuous stochastic systems
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Publication:1855791
DOI10.1016/S0096-3003(01)00149-7zbMath1017.62090MaRDI QIDQ1855791
Publication date: 28 January 2003
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
recursive estimation; impulse response function; covariance information; linear continuous-time systems
62G05: Nonparametric estimation
62M09: Non-Markovian processes: estimation
93E10: Estimation and detection in stochastic control theory
62M99: Inference from stochastic processes
60H40: White noise theory
Cites Work