The estimation of continuous-time systems using discrete data
This thesis is concerned with the estimation of parameters in continuous-time systems, when the available data consist of time series sampled at regular intervals of time. Chapter 1 begins with a discussion of the circumstances in which the work may be relevant. We also describe useful results in matrix theory and in the spectral theory of continuous stationary processes. In Chapter 2 the general continuous-time model is specified by a sequence of detailed assumptions. It may be regarded...[Show more]
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