Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation

Artikel › Journalartikel › 2020

Zitation

Grimm, Stefanie; Erlwein-Sayer, Christina; Mamon, Rogemar: Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation. In: Nonlinear Analysis: Hybrid Systems 35 (2020). (2020), S. 1-20.

ISSN

1751-570X

Link

https://doi.org/10.1016/j.nahs.2019.08.001

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