Estimation of Continuous-Time Stochastic Signals From Sample Covariances

DOI10.1109/TSP.2007.907829zbMATH Open1390.94657OpenAlexW2109999880MaRDI QIDQ4567692FDOQ4567692

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

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Mathematics Subject Classification ID

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

Cited In (6)

• Title not available (Why is that?)
• Some results on the stochastic signal parameter estimation problem
• Title not available (Why is that?)
• Title not available (Why is that?)
• EM-based identification of continuous-time ARMA models from irregularly sampled data
• Signal Estimation with Random Parameter Matrices and Time-correlated Measurement Noises

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