Issues in sampling and estimating contin
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Lennart Ljung; Adrian Wills
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Article
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2010
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Elsevier Science
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English
⚖ 541 KB
The standard continuous time state space model with stochastic disturbances contains the mathematical abstraction of continuous time white noise. To work with well defined, discrete time observations, it is necessary to sample the model with care. The basic issues are well known, and have been discu