Estimation of Continuous-Time Stochastic Signals From Sample Covariances.
Magnus MossbergPublished in: IEEE Trans. Signal Process. (2008)
Keyphrases
- estimation algorithm
- markov processes
- signal processing
- covariance matrix
- stochastic processes
- signal reconstruction
- markov chain
- parameter estimation
- monte carlo
- estimation accuracy
- data sets
- dynamical systems
- optimal control problems
- sample points
- markov process
- instantaneous frequency
- independent component analysis
- accurate estimation
- covariance matrices
- optimal control
- computationally efficient
- model selection
- state space
- feature vectors
- image processing