Model fitting for continuous-time stationary processes from discrete-time data
β Scribed by Keh-Shin Lii; Elias Masry
- Publisher
- Elsevier Science
- Year
- 1992
- Tongue
- English
- Weight
- 1010 KB
- Volume
- 41
- Category
- Article
- ISSN
- 0047-259X
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π SIMILAR VOLUMES
We show that a non-trivial continuous-time strictly -stable, β (0; 2), stationary process cannot be represented in distribution as a discrete linear process where {f t } tβR is a collection of deterministic functions and { n } nβZ are independent strictly -stable random variables. Analogous results
Discrete-time models of continuous-time plants are commonly required owing to the popular use of computers to implement control and estimation algorithms. When stochastic design techniques such as the discrete-time Kalman filter are utilized, it is necessary to determine the equivalent discrete-time