Instrumental variables for parameter estimation in stochastic systems with coloured noise
Sign Up to like & getrecommendations! Published in 2018 at "International Journal of Dynamics and Control"
DOI: 10.1007/s40435-017-0304-z
Abstract: This paper presents an estimation algorithm for continuous-time stochastic systems under coloured perturbations using an extended form of the instrumental variable method. A comparison between the extended an the simple form was done using two… read more here.
Keywords: coloured noise; stochastic systems; systems coloured; variables parameter ... See more keywords
A high resolution model of linear trend in mass variations from DMT-2: Added value of accounting for coloured noise in GRACE data
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Geodynamics"
DOI: 10.1016/j.jog.2016.10.005
Abstract: We present a high resolution model of the linear trend in the Earth’s mass variations based on DMT-2 (Delft Mass Transport model, release 2). DMT-2 was produced primarily from K-Band Ranging (KBR) data of the… read more here.
Keywords: resolution; coloured noise; trend; monthly solutions ... See more keywords