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    Modeling continuous-time processes via input-to-state filters
    13 years 11 months ago
    Modeling continuous-time processes via input-to-state filters
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    A direct algorithm to estimate continuous-time ARMA (CARMA) models is proposed in this paper. In this approach, we first pass the observed data through an input-to-state filter an...
    Kaushik Mahata, Minyue Fu
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