Article ID Journal Published Year Pages File Type
10403580 IFAC Proceedings Volumes 2005 6 Pages PDF
Abstract
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.
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Related Topics
Physical Sciences and Engineering Engineering Computational Mechanics
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THE CRAMÉR-RAO BOUND FOR ESTIMATION OF CONTINUOUS-TIME ARX PARAMETERS FROM IRREGULARLY SAMPLED DATA
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