A theory of spectral analysis based on the characteristic property of a linear dynamic system

DOI10.1111/j.1365-246X.1990.tb05574.xzbMath0711.62081MaRDI QIDQ3497079

No author found.

Publication date: 1990

Published in: Geophysical Journal International (Search for Journal in Brave)

zbMATH Keywords

algorithmnoisedynamical systemlinear difference equationautoregressive modellinear differential equationmaximum likelihood principlecomplex frequencytime series modellingline spectrumAR-methodslinear combination of coherent oscillationsSompi

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Inference from stochastic processes and spectral analysis (62M15) Applications of statistics (62P99) Inference from stochastic processes (62M99) Control/observation systems governed by ordinary differential equations (93C15)

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