Continuous-time AR process parameter estimation in presence of additive white noise

1999 ◽  
Vol 47 (12) ◽  
pp. 3392-3398 ◽  
Author(s):  
H. Fan ◽  
T. Soderstrom ◽  
Y. Zou
Automatica ◽  
1987 ◽  
Vol 23 (6) ◽  
pp. 707-718 ◽  
Author(s):  
S. Vajda ◽  
P. Valkó ◽  
K.R. Godfrey

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