• DocumentCode
    3031614
  • Title

    Approximate ARMA estimation of a second order stochastic process

  • Author

    Dewilde, P.

  • Author_Institution
    Delft University of Technology, Delft, The Netherlands
  • Volume
    2
  • fYear
    1979
  • fDate
    12-14 Dec. 1979
  • Firstpage
    940
  • Lastpage
    941
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the Symposium on Adaptive Processes, 1979 18th IEEE Conference on
  • Conference_Location
    Fort Lauderdale, FL, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1979.270086
  • Filename
    4046566