A Spectral Representation Method For Continuous-Time Stochastic System Estimation Based On Analog Data Records

A DIRECT SPECTRAL METHOD FOR CONTINUOUS-

A DIRECT SPECTRAL METHOD FOR CONTINUOUS-TIME STOCHASTIC SYSTEM ESTIMATION BASED ON MEASURED DATA AND A PRIORI INFORMATION

✍ P. Nurprasetio; S.D. Fassois 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 462 KB

A novel prediction error method for the direct estimation of physically meaningful continuous-time stochastic systems based upon both measured data and a priori information is introduced. The method builds upon a block pulse function spectral formulation postulated by Nurprasetio and Fassois [20], w