On the parameters estimation of continuous-time ARMA processes from noisy observations
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Publication:3758686
DOI10.1109/TAC.1987.1104604zbMath0621.93064MaRDI QIDQ3758686
Publication date: 1987
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
iterative algorithmautoregressive processcontinuous-timelinear parameter processmaximum a-posteriori estimator
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