IEEE - Institute of Electrical and Electronics Engineers, Inc. - Sampling and Parameter Estimation for a Second Order Linear System with a Fractional Brownian Motion

Proceedings of the 44th IEEE Conference on Decision and Control

Author(s): T.E. Duncan ; B. Pasik-Duncan
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 2005
Conference Location: Seville, Spain, Spain
Conference Date: 15 December 2005
Page(s): 3,135 - 3,139
ISBN (Paper): 0-7803-9567-0
DOI: 10.1109/CDC.2005.1582643
Regular:

A scalar input-scalar output linear second order system has a fractional Gaussian noise input. The fractional Gaussian noise is the formal derivative of a fractional Brownian motion with the Hurst... View More

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