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
Link To Document