This work considers sampled data of continuous-domain Gaussian processes. We derive a maximum-likelihood estimator for identifying autoregressive moving average parameters while incorporating the sampling process into the problem formulation. The proposed ...
The problem of estimating continuous-domain autoregressive moving-average processes from sampled data is considered. The proposed approach incorporates the sampling process into the problem formulation while introducing exponential models for both the cont ...
In this study, we investigate the possibility of applying a continuous-time ARMA (CARMA) model to radio-frequency ultrasound signals. We consider the effect of the discretization process on the parameters of the continuous system, and we take into account ...
We address the problem of identifying continuous-time auto regressive (CAR) models from sampled data. The exponential nature of CAR autocorrelation functions is taken into account by means of exponential B-splines modelling, allowing one to associate the a ...