Add to ORKGA general solution to the continuous-time estimation problem under widely linear processin
Computational aspects of obtaining estimates of continuous time macroeconometric models on the basis...
This chapter considers the problem of estimation of the transfer function of a continuous-time dynam...
Computational aspects of obtaining estimates of continuous time macroeconometric models on the basis...
AbstractThis paper considers the problem of estimation in a linear model when a stochastic process i...
The algorithm is developed for generating the optimal smoothed estimate xˆ(t|t+T) of the state x(t) ...
In this paper the main goal is to compare the instrumental variables and the least squares...
The theory of linear filtering of stochastic processes provides continuous time analogues of finite-...
continuous than discrete time • Estimation and identification: Arcidiacono et al. (2012), Blevins (f...
AbstractThe problem of optimal linear estimation for continuous time processes is investigated. The ...
International audienceIn this paper we propose an algorithm to estimate the parameters, including ti...
Both direct and indirect methods exist for identifying continuous-time linear systems. A direct meth...
International audienceIn this paper we propose an algorithm to estimate the parameters, including ti...
We examine the problem of discrete time system estimation while not ignoring the underlying continuo...
In this paper, we study linear completeness in a continuous time linear model. We give a characteriz...
The simultaneous estimation of parameters and states in continuous-time linear MISO systems is consi...
Computational aspects of obtaining estimates of continuous time macroeconometric models on the basis...
This chapter considers the problem of estimation of the transfer function of a continuous-time dynam...
Computational aspects of obtaining estimates of continuous time macroeconometric models on the basis...
AbstractThis paper considers the problem of estimation in a linear model when a stochastic process i...
The algorithm is developed for generating the optimal smoothed estimate xˆ(t|t+T) of the state x(t) ...
In this paper the main goal is to compare the instrumental variables and the least squares...
The theory of linear filtering of stochastic processes provides continuous time analogues of finite-...
continuous than discrete time • Estimation and identification: Arcidiacono et al. (2012), Blevins (f...
AbstractThe problem of optimal linear estimation for continuous time processes is investigated. The ...
International audienceIn this paper we propose an algorithm to estimate the parameters, including ti...
Both direct and indirect methods exist for identifying continuous-time linear systems. A direct meth...
International audienceIn this paper we propose an algorithm to estimate the parameters, including ti...
We examine the problem of discrete time system estimation while not ignoring the underlying continuo...
In this paper, we study linear completeness in a continuous time linear model. We give a characteriz...
The simultaneous estimation of parameters and states in continuous-time linear MISO systems is consi...
Computational aspects of obtaining estimates of continuous time macroeconometric models on the basis...
This chapter considers the problem of estimation of the transfer function of a continuous-time dynam...
Computational aspects of obtaining estimates of continuous time macroeconometric models on the basis...