Title :
Approximate ARMA estimation of a second order stochastic process
Author_Institution :
Delft University of Technology, Delft, The Netherlands
Abstract :
Novel formulas are presented for ARMA estimation errors of a second order stochastic process. The formulas are recursive and can be used as estimates of the convergence of the process.
Keywords :
Circuits and systems; Estimation error; Filters; Network synthesis; Prediction theory; Recursive estimation; Space stations; Space technology; State estimation; Stochastic processes;
Conference_Titel :
Decision and Control including the Symposium on Adaptive Processes, 1979 18th IEEE Conference on
Conference_Location :
Fort Lauderdale, FL, USA
DOI :
10.1109/CDC.1979.270086
