The Cramér-rao Bound for Estimation of Continuous-time Arx Parameters from Irregularly Sampled Data
نویسندگان
چکیده
The Cramér-Rao bound for estimation of parameters in continuous-time ARX models from irregularly sampled data is computed. In the derivation, the Slepian-Bangs formula is used together with a state space framework, resulting in a closed form expression for the Cramér-Rao bound. Copyright c ©2005 IFAC
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