On the parameters estimation of continuous-time ARMA processes from noisy observations

DOI10.1109/TAC.1987.1104604zbMath0621.93064MaRDI QIDQ3758686

Ofer Zeitouni, Amir Dembo

Publication date: 1987

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

iterative algorithmautoregressive processcontinuous-timelinear parameter processmaximum a-posteriori estimator

Mathematics Subject Classification ID

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