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Filtering recursions for calculating likelihoods for queues based on inter-departure time data

โœ Scribed by Paul Fearnhead


Book ID
111612263
Publisher
Springer US
Year
2004
Tongue
English
Weight
90 KB
Volume
14
Category
Article
ISSN
0960-3174

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By using an estimated noise transfer function to filter the input-output data, two identification models are obtained for the non-uniformly sampled Box-Jenkins system, one containing the parameters of the system model, and the other containing the parameters of the noise model. Then apply the recurs