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- W2128566392 abstract "The problem of estimating the poles of a linear time-invariant stochastic continuous-time system from evenly sampled data, affected by discrete-time measurement noise, is studied. The proposed solution is to use the Yule-Walker equation and the total least squares algorithm. The Cramer-Rao lower bound for the estimation problem is derived and the properties of the proposed solution and four other methods are illustrated in a numerical study." @default.
- W2128566392 created "2016-06-24" @default.
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- W2128566392 date "2006-01-01" @default.
- W2128566392 modified "2023-09-27" @default.
- W2128566392 title "Pole estimation by the Yule-Walker equation and the total least squares algorithm" @default.
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- W2128566392 doi "https://doi.org/10.1109/acc.2006.1656461" @default.
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