Estimation of Continuous-Time Stochastic Signals From Sample Covariances

DOI10.1109/TSP.2007.907829MaRDI QIDQ4567692zbMATH OpenOpenAlexFDO

Authors Magnus Mossberg

Publication date 27 June 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2007.907829

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Sampling theory in information and communication theory (94A20)

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Cited in

(6)

• scientific article; zbMATH DE number 7218986 (Why is no real title available?)
• scientific article; zbMATH DE number 5791331 (Why is no real title available?)
• Some results on the stochastic signal parameter estimation problem
• scientific article; zbMATH DE number 5504703 (Why is no real title available?)
• Signal Estimation with Random Parameter Matrices and Time-correlated Measurement Noises
• EM-based identification of continuous-time ARMA models from irregularly sampled data

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