Fast stable parameter estimation for linear dynamical systems

Michelle Carey, James O. Ramsay. Fast stable parameter estimation for linear dynamical systems. Computational Statistics & Data Analysis, 156:107124, 2021. [doi]

@article{CareyR21,
  title = {Fast stable parameter estimation for linear dynamical systems},
  author = {Michelle Carey and James O. Ramsay},
  year = {2021},
  doi = {10.1016/j.csda.2020.107124},
  url = {https://doi.org/10.1016/j.csda.2020.107124},
  researchr = {https://researchr.org/publication/CareyR21},
  cites = {0},
  citedby = {0},
  journal = {Computational Statistics & Data Analysis},
  volume = {156},
  pages = {107124},
}